Volatility Capture

The Volatility Capture strategy is an all-weather investment approach that combines the benefits of option writing with strategies designed to protect downside risk.

Sophisticated investors have recognized the value of covered call and naked put-strategies for some time in terms of reducing portfolio volatility and improving risk-adjusted returns, particularly as compared to long only portfolios.

Through intensive research and experience, we have identified an approach to managing risk around short option strategies without cannibalizing return.