System Absolute Return
SAR Launches Volatility FoFsThe following piece on System Absolute Return is being published as part of our daily effort to track hedge fund events in the industry. To review other hedge fund related announcements please see our Hedge Fund Tracker Tool.
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...
Free Daily Hedge Fund Newsletter
Related to System Absolute Return:
- Geographical Hedge Fund Guides
- Hedge Fund Database
- Hedge Fund Administrator
- Hedge Fund Attorneys andLawyers
- Investment Book
- Hedge Fund Terms and Definitions
- Hedge Fund Tracker Tool
- Financial Certification
- Hedge Fund Forum
Tags: System Absolute Return, volatility arbitrage strategies, split/strike conversion strategy, short strangle strategy, System Absolute Return (SAR)