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 ActivitiesPortfolio ManagementAll Other Financial Investment ActivitiesTrust, Fiduciary, and Custody ActivitiesMiscellaneous Financial Investment Activities
- Website
- https://www.utmlab.com.sg
- Keywords
- Jerusalem.
- HQ
- Singapore
Utm Alpha Moments Questions
Utm Alpha Moments's website is https://www.utmlab.com.sg
Utm Alpha Moments's LinkedIn profile is https://sg.linkedin.com/company/utmam
Utm Alpha Moments has
1 employees.
View email and phone details for 1
employees at Utm Alpha Moments.
Utm Alpha Moments's industry is
Investment Management
Utm Alpha Moments's top competitors are
Blackrock,
Utm Option Strategies,
Qtrading,
Point72,
Temasek,
Oliver Agency,
Lucent Investments,
Dk Partners,
Rv Capital Management,
安徽兆尹信息科技股份有限公司.
Utm Alpha Moments's categories are Investment Management
Utm Alpha Moments's founding year is 2020
