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Alternative Market Briefing

Volatility hikes up volatility fund to 7.12% August return
Thursday, September 06, 2007

The Da Vinci Volatility Fund returned 1.5 % in July and an estimated 7.12% in August. The Da Vinci Fund platform includes volatility arbitrage in the form of sophisticated long/short gamma strategies, gamma scalping. It specialises in arbitrage strategies based on highly advanced computer programming techniques. The fund targets market niche opportunities where inherent and momentary price inefficiencies exist.

This fund was featured in A SQUARE’S Issue 10 dated 20.Marc......................

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