Utm Alpha Moments

Utm Alpha Moments company information, Employees & Contact Information

UTM Alpha Moments Fund is an open-ended quantitative hedge fund focusing on the US market. It employs a suite of systematic strategies using real-time movement of the volatility surface in the option market to generate trading signals for liquid futures contracts. The strategy has an expected Sharpe ratio of 2.4, with a target annualized volatility of 15%. The fund employs a proprietary high-frequency algorithm to monitor the live option market's volatility surface, and simultaneously performs online statistical tests in real-time to detect and take advantage of trading opportunities. This is an intraday trading strategy and has no overnight exposure. The fund's strategies make full use of the latest innovation and discoveries in applied and academic research on alpha and risk-neutral moments.

Company Details

Employees
1
Founded
-
Address
Mbfc Tower 3, 17-01, 12 Marina Blvd, Singapore,018982,singapore
Industry
Investment Management
NAICS
Other Financial Investment Activities
Portfolio Management
All Other Financial Investment Activities
Trust, Fiduciary, and Custody Activities
Miscellaneous Financial Investment Activities
Keywords
Jerusalem.
HQ
Singapore
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