Red River Capital LLC Need help with terms? United States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0500117 Program Past 12 Months Dec 2020 CAROR WDD AUM Min Inv Visits Volatility Advantage Strategy (Proprietary) N/A 26.21 -16.29 $ 100k 5980 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Portfolio ManagerCarl Rothenbacher CTA Introduction Red River Capital LLC takes advantage of the VIX term structure, the relationship of the spot VIX to futures prices, and the mean-reversion characteristics unique to the VIX. Positions are generally opened with target holding time of hours or days, and the strategy often involves dozens of trades per month. Holdings currently include only long and short VIX positions, along with options on S&P or VIX futures (held as insurance). Our strategy seeks to achieve high returns by harnessing the power of volatility while maintaining a low correlation to the S&P 500.