20.02.2018 Opalesque Exclusive: Global Sigma captures February's long-vol trade
Bailey McCann, Opalesque New York for New Managers:

Florida-based Global Sigma rode February's volatility to new highs. The firm's AGSF strategy is up +2.8 percent through February 16 and +4.2 percent YTD and its Vol/Arb program is up +14 percent through February 16 and 19.6 percent YTD.

Global Sigma CIO Hanming Rao tells Opalesque that he opted to go long-volatility in the second

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