| 06.09.2007 Opalesque Exclusive: Volatility hikes up volatility fund to 7.12% August return |
| 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 ineffic |
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