Systematic Volatility & Multi-Asset Strategies
Chicago-based quantitative investment firm deploying proprietary strategies across derivatives and multi-asset markets, with a disciplined focus on risk-adjusted returns across all market regimes.
Core Capabilities
Expertise in options volatility, gamma scalping, and convexity-driven portfolios across equity index derivatives.
Spanning interest rate derivatives, fixed income basis trades, equity options, and digital assets.
Proprietary execution systems, real-time analytics, and systematic signal generation built in-house.
Regime-aware frameworks that dynamically adjust exposure across correlation regimes and tail scenarios.
