Summary

-Hendrik Klein, 1973, the CEO / CFO and developer of the trading model, has spent his professional career as a proprietary derivatives trader in several markets for international banks. He worked as a fixed income, index option and equity Market Maker for the biggest German government owned bank where he managed the bank's option and equity portfolio. He has a Diploma of Applied Sciences in Business Administration from the University Mittweida, Germany. Silvio Dietz, 1972, COO, prior to this role he traded derivatives and stocks in the financial markets for a proprietary trading company. He started his professional career at a discount brokerage company in Frankfurt, responsible for risk management and customer relationship management. He has a Diploma of Applied Sciences in Business Administration from the University Mittweida, Germany. Florian Albrecht, 1973, CIO, after his education as a banker, he worked as Eurex trader for MTH Group and Greenhouse Capital Management. Mr. Florian Albrecht has been trading since 1994 and is one of the most successful Eurex traders since 1996. Regulatory Registrations: Regulated by VQF membership in Zug (supervised by Swiss Federal Banking Commission) - membership nr. 12385 Strategy Da Vinci Invest's multi-strategy platform includes volatility trading in the form of sophisticated long / short gamma strategy, statistical arbitrage and relative value arbitrage. Our broad trading philosophy is an inefficiencies / statistical arbitrage approach. Currently we focus on worldwide options futures markets. Positions are delta neutral on daily market close and we concentrate on Gamma, Vega and Theta. By buying relatively low volatility and selling high volatility, we try to generate continuous profits in nearly every market situation. Short-term volatility overreactions in the options markets are used to build opposite positions. Each day we open or adjust new positions, unless the system recommends staying out of the market. The decision for opening and closing time of each strategy depends on statistical research done by analysts Our trading robots trade mainly spreads. These spreads tend to have a smaller risk than outright positions.. Trading instruments used (as % of AUM): We perform 3-4 option strategies per month. Each strategy usually consists of hedging transactions in six main options, (options of EUR/USD, OGBL, ODAX, ES, OESX and T-NOTE (testing)), but the main strategy with 80 % is OGBL FGBL, 10% Index Options, 10% FX Options, which uses between 3-15% margin of total AUM / NAV. Trading robots discretional directional trading strategies use also 3-15% margin of total AUM / NAV. In peak times 30% margin of total AUM / NAV is used. Description of the 'edge' compared to other hedge funds of same peer group: Stability, consistency and low market risk. Affiliation with excellent software engineers located in Zurich. Independent account control by trading robots and human supervisory. Volatility analysis of the bond markets and dispersion between stock markets, trading robots, risk management and statistical research