Imperfect Hedge’s strategy is built to deliver uncorrelated, absolute returns across market regimes. We believe that structural inefficiencies, behavioural mispricing, and thematic disconnects persist in global equity markets and can be systematically exploited through a disciplined long / short approach.

Strategy

Investment Process

Investment ideas are generated through a quantitative, data-driven process that combines bottom-up research, sector-specific catalysts, and top-down macro-overlays. The strategy focuses on valuation, capital efficiency, and business model analysis with flow, liquidity, and volatility inputs.

• Longs target companies with asymmetric upside, strong fundamentals, and exposure to secular growth.

• Shorts focus on firms with deteriorating fundamentals, financial red flags, or unsustainable narratives.

Portfolio construction is guided by a repeatable process, balancing conviction with risk discipline, and aligning exposures with macro conditions and volatility regimes.

Derivatives Overlay Strategy

Our derivatives portfolio complements the core long/short strategy. We use options to express asymmetric views, manage risk, and monetise mispriced volatility.

Volatility and Skew Dislocations
We identify mispricings across the implied volatility surface, particularly around earnings events, macro catalysts, or supply and demand imbalances.

Macro Asymmetries
We express views on interest rates, policy shifts, and geopolitical events through directional or relative value derivative trades.

Tail Risk and Scenario Hedging
We structure hedges that protect against sudden volatility expansions or regime shifts, especially when volatility is mispriced or crowded to one side.

Event-Driven Opportunities
We trade around corporate actions, regulatory developments, or flow-driven imbalances with tight trade structuring and disciplined risk.