short volatility strategy

We use structural short positioning in implied volatility to achieve a consistent and uncorrelated alpha for our investors. This alpha is rendered investable by selling options on global financial instruments. Diversification and disciplined risk management are integral factors for success.
  • Volatility risk premium as a source of return

    Our strategy offers access to volatility as an attractive alternative risk premium. It is economically valid and empirically verifiable. 
  • Implementation in diversified markets and liquid instruments

    The volatility risk premium can be found on the equity, bond, forex and commodities markets. In order to use the advantages of diversification and reduce risks, we diversify across a variety of underlying assets and markets. We focus on highly liquid, exchange-traded instruments on the options market. 
  • Investment process

    We follow an active and systematic investment style. For each new transaction, we take the current market and the volatility environment into consideration and define the option parameters dynamically.
  • Strict risk management

    We place a great emphasis on disciplined and effective risk management in particular. The challenge here is to limit risks at an early stage while continuing to take advantage of opportunities.
  • Customisation

    With our short volatility approach, we have created a framework that can be customised to our clients’ specifications for target return, risk budget or investment universe. Implementation can be carried out in a special fund, in the segment of a master fund or in a managed account.
  • Basic investment

    The options strategy can be supplemented by a basic investment that generally can be freely selected and adapted to specific client requirements. 
  • Reporting

    We prepare customised reports for our clients and are able to take specific requirements into consideration. 
  • Generation of uncorrelated returns

    By harvesting volatility as an alternative risk premium, the 7orca investment strategy aims to achieve a long-term positive return that is largely independent of the prevailing economic and interest rate cycle. This feature offers a strong argument for inclusion in almost any portfolio and can improve the risk-return profile on a sustainable basis.
We offer this strategy to investors both as a special fund, which enables further individualisation and as a mutual fund.
de en

Disclaimer

The content of our website is exclusively directed at professional investors in accordance with section 31a (2) WpHG. Therefore, we do not take the guidelines of section 4 WpDVerOV into account for the presentation of information for private clients. Thus, the contents detailed on our website are not suitable for private investors.

Our website uses cookies in order to improve user-friendliness. You will find more detailed information about the use of cookies in our legal notices.

By using the following button to go to our website, you confirm that you are a professional investor in accordance with the WpHG and that you have read and understood the legal notices. Furthermore, you confirm your agreement to the use of cookies by our website.

accept with cookies

accept without cookies

de en