TEMPERED VOL

Growth Potential

Qauntitative analysis and statistical arbitrage techniques to pursue above-market returns.

Risk Management

Constructs limited risk hedged positions with the potential to increase in value.

Sophisticated Management

Strategy Developer holds a BSE in Software Engineering from Princeton University and his work is cited in over 150 patents.

Structure

SMA

Category

Short Vol

Q1 2020

TBD

1 Year

TBD

Max Drawdown*

TBD

Portfolio Mgmt

SNAPSHOT

Data as of 3/31/20

*Trailing 1 Year

DESCRIPTION

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.

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Investing involves risk, including the possible loss of principal and fluctuation of value. Past performance is no guarantee of future results. Carefully consider the investment objectives, risk factors, charges and expenses before investing. Invest In Vol, LLC is the investment advisor for the separately managed accounts (SMAs) and advisory services; it provides investment advisory services to clients and does not sell securities. For a more complete disclosure & definitions click here. For a more complete description of our business, Form ADV 2A, and accompanying brochures, click here.

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