Tue, Mar 19, 2024
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
Alternative Market Briefing

Marquart Capital: There is one way to buy a stock, but 100 ways to long it

Thursday, June 11, 2015

amb
David Marquart
Benedicte Gravrand, Opalesque Geneva for New Managers:

New York-based startup Marquart Capital Management, LP, will launch its first product on July 1, 2015. It is a Delaware-domiciled, hybrid volatility fund with an option-based strategy designed to exploit inefficiencies in the derivatives markets, using top-down and bottom-up analysis.

David Marquart, who is personally invested in the fund, set up the alternative asset management shop in December. Before that, he was portfolio manager at Quad Capital, First New York Securities, and trader at Capstone Investment Advisors, where he designed and implemented volatility arbitrage, hybrid volatility, and "vol-of-vol" strategies. Volatility arbitrage is a trading strategy that attempts to exploit differences between the forecasted future volatility of an asset and the implied volatility of options based on that asset.

Marquart tells Opalesque that in his strategy, "unlike traditional volatility arbitrage funds that isolate the volatility component of the option price, we monetize both the volatility and the directional, or delta component of that option price. The beauty of an option i......................

To view our full article Click here

Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. KKR raises $6.4bn for the largest pan-Asia infrastructure fund[more]

    Laxman Pai, Opalesque Asia: The New York-based global investment firm KKR has raised a record $6.4bn for its second Asia-focused infrastructure fund, underlining investors' continued appetite for private markets. According to a media release from the alternative assets manager, the figure top

  2. Bucking the trend, top hedge fund makes plans for a second SPAC[more]

    From Institutional Investor: SPACs aren't dead. At least not to the folks at Cormorant Asset Management. The life sciences firm, whose hedge fund topped its peers in 2023, is confident it will match the success of its first blank-check company. Last week, the life sciences and biopharma speciali

  3. Benefit Street Partners closes fifth fund on $4.7 billion[more]

    Bailey McCann, Opalesque New York: Benefit Street Partners has closed its fifth flagship direct lending vehicle, BSP Debt Fund V, with $4.7 billion of investable capital across the strategy. Benefit Street invests primarily in privately originated, floating rate, senior secured loans. The fun

  4. 4 hedge fund themes that are working in 2024[more]

    From The Street: A poor earnings report from Tesla (TSLA) has not hurt the indexes on Thursday. The decline in Tesla stock, which is losing its position in the Magnificent Seven pantheon, is more than offset by strong earnings from IBM (IBM) and ServiceNow (NOW) . In addition, the much higher-t

  5. Opalesque Exclusive: A global macro fund eyes opportunities in bonds[more]

    Bailey McCann, Opalesque New York for New Managers: Munich-based ThirdYear Capital rebounded in 2023, following a tough year for global macro. The firm's flagship ART Global Macro strategy finished the year up 1