SAR Volatility Arbitrage (VOLA)
SAR Volatility Arbitrage (“VOLA”) are SAR’s newly developed, modelbased and fully automated short-term systems, trading S&P 500 Index volatility. SAR VOLA combines long and short volatility momentum and volatility arbitrage strategies within balanced portfolios to provide protection against volatility spikes and market sell-offs, plus steady returns. Volatility strategies are offered as separately managed accounts. Please ask for the factsheet and detailed presentation of these strategies.
Our volatility arbitrage strategy exhibits an attractive risk/return/long volatility profile with an expected net return above 25% p.a., expected volatility below 10% p.a. and low to negative correlation to traditional as well as alternative asset classes.
The strategy offers:
- High, double digit expected returns
- Daily liquidity
- Exposure to an underresearched and emerging asset class with unique and interesting risk/return characteristics
- A genuine not yet fully exploited source of Alpha
- Generates profits in bull and bear markets as well as during up and down market days
- Excellent diversification and hedging potential with low correlation to other asset classes
- Short-term volatility trading strategies, placed in the alternative investment allocation of an institutional portfolio, providing excellent return and diversification potential for traditional as well as alternative portfolios.
- Due to their long volatility profile, they are suitable for institutional investors looking for a natural equity hedge strategy.
- Diversification to traditional asset classes, offering a unique risk/return profile!
- These strategies are offered only to acredited/qualified investors as a managed account.