We target mispriced risk across global markets through four core pillars, combining long/short equity, derivatives, event-driven positioning, and macro thematic research.
Dynamic long/short positioning targeting companies with compelling upside and deteriorating fundamentals. Net exposure actively managed to reflect prevailing macro conditions.
Options are used to express directional views, define downside risk, and monetise mispriced volatility across earnings events, macro catalysts, and supply/demand imbalances.
Trade around corporate actions, regulatory developments, and flow-driven imbalances with tight trade structuring and defined risk parameters.
Top-down views expressed on interest rates, policy shifts, and geopolitical events through directional or relative value derivative trades.
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.
We embrace uncertainty, apply rigorous macro analysis, and use derivatives to express high-conviction views with defined risk.
We specialise on volatility, macro dislocations, and structural inefficiencies across global markets.
Our edge lies in identifying where risk is mispriced and building positions with asymmetric payoffs and disciplined risk management.
We build concentrated portfolios around high-conviction ideas, using derivatives to shape payoff profiles and manage downside risk.
Target companies with strong fundamentals, exposure to secular growth, and attractive risk-reward profiles. We look for mispricing relative to intrinsic value and growth trajectory.
Focus on firms with deteriorating fundamentals, financial red flags, unsustainable narratives, or valuations that embed excessive optimism relative to business reality.
Portfolio construction is guided by a repeatable process, balancing conviction with risk discipline, and aligning exposures with macro conditions and volatility regimes.
Our derivatives portfolio complements the core long/short strategy. We use options to express asymmetric views, manage risk, and monetise mispriced volatility.
We trade around corporate actions, regulatory developments, or flow-driven imbalances with tight trade structuring and disciplined risk parameters.
We express views on interest rates, policy shifts, and geopolitical events through directional or relative value derivative trades.
We identify mispricings across the implied volatility surface, particularly around earnings events, macro catalysts, or supply and demand imbalances.
We structure hedges that protect against sudden volatility expansions or regime shifts, especially when volatility is mispriced or crowded to one side.