Investment Philosophy
We are an initial stage hedge fund utilizing dual momentum equity selections combined with tactical short volatility options overlay.
Our target is 30% annualized returns with a Sharpe ratio exceeding 1.5, built on two core principles:
Market Inefficiency Exploitation: We believe markets exhibit persistent momentum patterns that can be quantitatively identified and exploited.
Volatility Risk Premium: Short-dated options consistently overprice actual realized volatility, creating a persistent opportunity for disciplined options sellers.
Alpha Overlay: Short Volatility Options Strategy
Our fund incorporates five different baskets of option strategies, all trading on index options (primarily SPX), which we define as "Tharapita".
Paike Strategy
Focuses on extremely short days to expiration (0dte), primarily short volatility strategies. All positions closed before market closure each day, removing overnight risk exposure.
Kuu Strategy
Short days to expiration (0-1dte), combination of short and long volatility strategies. Holds positions overnight to capture the "Weekend Effect" and "Overnight Effect".
Kratt Strategy
Mid-term expiration (1-14dte), largely long volatility strategies. Acts as hedge positions and capitalizes on sudden trending markets.
Kou Strategy
Longer-term expiration (100+dte), market neutral strategies. Takes advantage of relatively calm market environments.
Pikker Strategy
Mid-term expiration (1-7dte), focusing on harvesting weighted vega. Complements existing short and long volatility strategies.
Integrated Strategy Framework
Our five complementary strategies work in harmony, providing diversified exposure across different time horizons and market conditions while maintaining our core focus on volatility premium capture.
Detailed Performance & Operations
Access comprehensive performance history, risk management framework, team credentials, and operational infrastructure details.
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