Junzi Capital Engineering, LLC

Tang Gamma Opportunity (Aggressive)

Minimum Investment
Management Fee 0.00%
Performance Fee 30.00%


This program implements a volatility arbitrage strategy in the commodity futures markets. The objective is to produce attractive absolute-returns uncorrelated to equity and commodity market price levels. We seek to exploit systematic mispricings in the option prices of exchanged-traded commodity futures, by actively trading the underlying futures contract on an intraday basis.