Montlake Volatility Arbitrage UCITS Fund
Montlake Volatility Arbitrage UCITS Fund is a strategy that utilizes a disciplined, active & opportunistic investment approach that combines systematic fundamental & technical analysis with a discretionary execution; in order to build a portfolio of high conviction long and short liquid index options positions that seek to generate absolute risk-adjusted returns.
The index option positions are alpha generators and cash/bonds are used to control portfolio volatility.
Montlake Volatility Arbitrage UCITS Fund
Simon has over 30 years of Fixed Income & Options trading experience. Having managed client portfolios amongst the world’s leading financial institutions including HSBC Private Banking Suisse (member of the Investment Committe), Safra Bank and Republic National Bank.
Simon graduated with a Bachelor’s Degree in Finance from Getulio Vargas University of São Paulo, Brazil; specializing in high yield bonds trading and hedge-fund management.
Fabiano has over 15 years experience in financial markets. He started his career at Ernst & Young in Brazil developing corporate advisory & compliance solutions for international trade. Mr. Messias went on to work as a fixed income trader at Banif Investment Bank, where he was stationed in the Sao Paulo, London and Lisbon offices. In 2010, Mr. Messias joined Fortune Financial Strategies SA, providing credit analysis, trading & portfolio management. He holds several certificates in corporate accounting and capital markets. He is also an approved person under the Financial Services and Markets Act 2000, FSA – UK.
6 years of work experience in Quantitative Financial Analysis. Masters of Science in Financial Engineering from EPFL – Stochastic Calculus, Derivatives Pricing, Econometrics, Optimisation methods. Ahmad holds a Masters of Science in Engineering from Ecole Centrale de Lille. Currently a PhD candidate in Mathematical Finance at EPFL
After graduating with a B.Sc. in Computer Engineering from Jerusalem College Of Technology, Raphael began his career by collaborating on a joint initiative with SIGMABIT, followed by a junior Quant analyst position at Horizon International.
Since 2019, Raphael joined Fortune Financial Strategies as a Quants & Risk Manager, and is now Head of Operations & Risk management for the firm.
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Montlake Volatility Arbitrage UCITS Fund
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