Our products are based on advanced quantitative financial models developed over many man-years of research effort.  Our objective is to enable clients to significantly improve investment returns or reduce investment risks by providing specific strategy recommendations rather than macro-level frameworks.

Volatility Arbitrage Investment Program

The Investment Analytics Volatility Arbitrage Program comprises proprietary econometric models that produce forecasts of future volatility of exceptional accuracy.  One measure of the ability of the models, direction prediction accuracy, shows that, on average, the models enable the correct timing of the volatility market approximately 75% of the time. 

This extraordinary level of forecasting performance accounts for the exceptional trading results achieved by the Caissa Capital Fund since 2002 in its volatility statistical arbitrage strategies.

For more details about the program click here.

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