Investment Philosophy

Investment Philosophy 2017-06-30T02:34:25+00:00

The founding partner of Aegea Capital created the company with one philosophy in mind; offer a robust and intuitive product that addresses the many problems plaguing today’s investors seeking exposure to the alternative investment industry. To this end, Aegea Capital focuses on sustainable performance, with strict risk management, offered through a trusted and straightforward platform.

Performance

  • Superior, sustainable returns are generated by taking advantage of the well-documented and structural mispricing of skew and implied volatility that exist within the term structures of index options.
  • Over 32 years of exchange floor experience, industry connections and real-time access to trade information results in superior execution, considerably reducing slippage
  • Extremely low turnover significantly reduces costs associated with more active fund management.
  • Favorable tax treatment for index options generates as much as a 20-percent lower tax rate on capital gains, substantially increasing real returns.

Risk Management

  • Strict risk methodology clearly and definitively bound tail risk associated with vol/arb strategies.
  • Broadly diversified index options offer greater liquidity and limit potential effects of idiosyncratic risk.
  • Non-correlated, market-neutral strategy provides investors with a diversification mechanism for a broader portfolio.

Trusted and Straightforward Platform

  • Exchange-traded options provide accurate and real-time mark-to-market profit and loss reporting and are subject to both SEC and exchange-level rules and regulations.
  • Strong relationships with top-tier service providers, including Merrill Lynch, RSM US LLP and NAV Fund Administration Group, offer the highest-quality reporting.
  • Open door policy to portfolio managers allows investors unfettered access.