Fimat set to launch index of volatility arbitrage funds
funds seek to spot when an option's volatility is inconsistent
Global brokerage firm Fimat is to launch an index of volatility arbitrage funds comprising about 10 equally weighted portfolios at inception.
Reporting will be conducted monthly, with portfolios' performance collected in each fund's base currency and supplied either as a percentage net return or net asset value per unit.
Fimat will collect the data directly from the hedge fund managers and will require audited financial statements from them.
Philippe Teilhard, managing director of Fimat Global Fund
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