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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