System Absolute Return
SAR Launches Volatility FoFs
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Zurich, Switzerland-based System Absolute Return has launched a segregated portfolio with exposure to two volatility arbitrage strategies. The SAR Four Seasons SP will invest in two hedge funds: One manager has applied a split/strike conversion strategy and the other has applied a short strangle strategy , protected via a long position in the volatility index, according to the firm. The two strategies are managed separately by a U.S.-registered investment advisor and by a broker/dealer, respectively.
“With one underlying fund closed to new investments and the other quickly approaching that point, SAR’s feeder not only provides access, but also 1:1 leverage on these investments,” said the firm. “The underlying hedge fund managers are truly legends in their fields and this SP provides a unique opportunity to gain exposure to their strategies.” Read more...
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Tags: System Absolute Return, volatility arbitrage strategies, split/strike conversion strategy, short strangle strategy, System Absolute Return (SAR)
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