Our Vision

Our Vision

To be one of the leading investment boutiques for active investment strategies in the field of scientific, research-driven, model-based, quantitative portfolio management.
Our Beliefs

Our Beliefs

We believe in strict risk management to avoid drawdowns and to benefit from the superior power of return compounding.
Our Culture

Our Culture

To consistently innovate and to advance the success of our investors and clients with the quality of our products and services.
Our Motivation

Our Motivation

At SAR we are driven by passion and dedication; being patient and disciplined, we work harder than most to achieve greater success.
Our Ethics

Our Ethics

To commit ourselves and live up to high standards of ethics and compliance.
Our Commitment

Our Commitment

To provide outstanding results and excellent added value with high quality, absolute return and Alpha generating investment solutions.
Our Focus

Our Focus

To trade highly active and very liquid investment strategies with outstanding performance and an exceptional level of transparency.

SAR Volatility Arbitrage (VOLA)

Strategy Description

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.

Risk/Return Profile

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

Suitability

  • 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.

 


Subscribe here to receive our Newsletter  nl