Arcanum profits from volatility with equity index options

But rejects price efficiency of US index options trading

Arcanum's Iron Condor strategy takes flight

Arcanum Asset Management harnesses volatility through systematic trading of equity index options – accurately by writing short-dated, out-of-the-money calls and puts on equity index options on the FTSE 100 Index and the Eurostoxx 50.

From a European perspective, and certainly outside Amsterdam, options trading is a relatively uncommon prime strategy for an alternative investment manager and indeed for institutional and retail market participants as a whole. In London, for example, only two

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