Core Strategies
Maximizing risk-adjusted returns

Strategy I: Market Neutral Arbitrage
Generate stable, low-volatility returns by exploiting structural inefficiencies and relative pricing dislocations, while maintaining near-zero exposure to overall market direction.
Strategy Characteristics:
- · Target near-zero net market exposure
- · Returns primarily driven by pricing spreads, carry, and market microstructure
- · Designed to perform across both bull and bear markets
Strategy II: Options Strategy
Generate consistent income and alternative return profiles by monetizing options Greeks (vega, theta, gamma, etc.) and structural market inefficiencies.
Strategy Characteristics:
- · Safety: < 1 leverage
- · Diversified returns: 4+ sub-strategies designed to enhance overall performance
- · Low market exposure: almost delta-neutral portfolio
- · Designed as a yield-enhancing allocation within a broader portfolio
