New York
The strategy’s objective is to earn significant long-term, risk-adjusted absolute return by capturing value created from structural inefficiencies and short-term price anomalies in global volatility markets, while avoiding exposure to binary macro risk scenarios. The fund allocates risk into three risk buckets: i) volatility risk premium (VRP), ii) 'statistically' long volatility (SLV), iii) and special situations (SS). Malachite has two central guiding principles: i) implied volatility and higher order option greeks are often mispriced and misunderstood by the market; and ii) effectively managing risk, correlations, and exposures is the most important aspect of our job. Capital preservation, liquidity, and best-in-class proprietary risk management platform drive Malachite’s investment performance.
Fund Details
Fund News