Qauntitative analysis and statistical arbitrage techniques to pursue above-market returns.
Constructs limited risk hedged positions with the potential to increase in value.
Strategy Developer holds a BSE in Software Engineering from Princeton University and his work is cited in over 150 patents.
Data as of 6/30/20
*Trailing 1 Year
The Fury Tempered Volatility Strategy uses Quantitative Analysis and Statistical Arbitrage (StatArb) techniques to pursue above-market returns. By trading volatility instruments in accordance with proprietary in-house developed mathematical models and machine learning, FuryVol constructs limited risk hedged positions likely to increase in value. The strategy seeks to profit from certain market inefficiencies related to the term structure of volatility instruments.
The Strategy was developed by Michael Staw, Chief Executive Officer of Fury Capital Management. Mr. Staw has over 30 years of experience in mathematics, statistics, software development, business formation, and operations. His experience includes work at Microsoft Corporation, Lotus Development Corporation, and he has founded and principally funded more than a dozen companies in a variety of sectors including financial software, video games, gambling infrastructure, medical devices, and food service.
Mr. Staw holds three patents in the field of mathematics and design of wagering systems, and his work is cited in over 150 patents. Mr. Staw leads a team of software engineers and data scientists in Norwalk, CT which uses the techniques of big data and machine learning to develop strategies that exploit inefficiencies in the volatility market. He holds a BSE in Software Engineering from Princeton University.