Systematic Absolute Return AG

SAR Volatility Arbitrage (VOLA)

Minimum Investment
$ 100,000
Management Fee 0.00%
Performance Fee 25.00%


The SAR Volatility Arbitrage (VOLA) strategy takes a multistrategy approach in the equity index volatility market. It has one intraday momentum and two overnight strategies. Order execution is also fully systematic and automated. The strategy is available via a U.S. onshore fund, an offshore fund or a separately managed account.