Bluestem Capital Management

Long/Short Volatility (Proprietary)

Minimum Investment
$ 250,000
Management Fee 1.50%
Performance Fee 20.00%

Summary

The Long/Short Volatility program analyzes market statistics to identify and exploit short- and long-term mis-pricings in VIX futures markets. The program holds long and short positions in VIX futures. It also trades E-mini S&P 500 and Micro S&P 500 futures contracts and may hold options on these contracts.