



Specializing in volatility arbitrage
V-Sigma Fund
Quant Managed Derivatives
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A private investment arm with a team of narrowly focused specialists, trading a variety of derivatives instruments world wide.Valeo delivers volatility options-based strategies and solutions that can be accretive to institutional investment portfolios by developing and maintaining a variety of volatility analytics across global asset classes. Our approach is model-driven with a qualitative overlay and consists of specialists in each asset class understanding and navigating the nuances of the evolving global markets.
With access to Asian, North American and European markets, returns are generated from trading derivative price movements of:
Currencies, Interest Rates, Equity Indices, and various Physical Commodities such as metals, energy, livestock and agricultural contracts.