Reference market: EUREX
Advantages: Liquidity, efficiency, bidirectional flow
Features: This type of management falls within the Market Neutral area and it only invests in the Eurex market.
Although it uses leverage tools, it keeps volatility under control thanks to a strategy which does not act directionally but rather exploits the differently decreasing value of options on strike of with different expiry dates.
- Innovative and exclusive product;
- Short-term payable investment;
- Higher performance objectives than the market average;
- Access to a portion of the market which is commonly reserved to Hedge Funds.
History: this strategy was born by adjusting Calendar Spread techniques and other option strategies, and it allows to exploit chances of success for the client’s own benefit as well as keep potential losses under control.