Zero Delta is an absolute return derivatives firm focusing on options and non-directional volatility strategies
Designed to be an absolute return vehicle with little correlation to the broader market
Sophisticated relative value volatility strategies capitalizing on niche inefficiencies
Nimble and capacity constrained portfolio managers with identifiable and repeatable edge
Expect to exhibit convex return profiles and outperform in market volatility
Utilizes a multi-manager / multi strategy limited partner structure
About Firm - Origin Story
Often overlooked or misunderstood, investors have frequently shied away from derivatives strategies due to their complexity or reputation for outsized risk. Others that have looked to volatility funds to protect or boost their overall returns have long been dissatisfied with the typical drag associated with tail funds or derivative traders recklessly selling options with no regard for risk. Zero Delta takes a different and refreshing approach. Officially launched in Mayof 2021, Zero Delta offers unique access to absolute return volatility strategies that have historically outperformed indexes in all market environments.
With a combined 40+ years as portfolio managers in equity derivatives and investing their own capital, Gary, Kris and Pete were asked by family and friends if they had considered creating a vehicle others could invest in to leverage their knowledge and partake in their success. Loving the idea of creating an absolute return derivatives product that was missing in the marketplace, and knowing they had the expertise to provide an institutional-grade product, Zero Delta was born.
By leveraging their extensive network, the Zero Delta team is equipped to discover and evaluate the strategies and risk profiles of under-the-radar derivative funds. Strategically packaged, Zero Delta aims to produce uncorrelated results with expected asymmetric outperformance during market stress.
History of Fund Name
“Zero Delta” is an expression often used in the derivatives world to describe a portfolio that has no beta and is not reliant on market direction in order to profit. Zero Delta Funds focuses on non-directional relative value volatility relationships to take advantage of dislocations in the marketplace. No matter the asset class, we are committed to a “Zero Delta” approach.