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"Volatility Arbitrage"
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EFTA00697374
Dataset 9
2017-06-19
4p
1,822w
Subject:
Eagle's View Capital Management, LLC- May 2017 Performance Update...
From:
Neal Berger
To:
[email protected]
…generate acceptable levels of absolute returns over time. We continue to be one of the market leaders investing in 'niche-oriented', non-correlated strategies. A sampling of the strategies we are invested in are Electricity Congestion trading, Shipping Derivatives, IPO flipping, Muni-Bond trading,
Volatility Arbitrage
, First-Loss strategies, and Natural Gas Basis trading. This is simply a sampling out of 30+ Funds Eagle's View Capital Partners, L.P. is invested in. Our Fund is designed to provide investors…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00697374.pdf
EFTA01143475
Dataset 9
2013-07-07
0p
880w
Subject:
Eagle's View Capital Management, LLC- June 2013 Performance Update...
From:
Neal Berger
To:
[email protected]
…positively impacted by one of our option trading strategies which recovered some losses from the prior month. Other winners for the month included Japanese Convertible Bond Arbitrage, European and Domestic Power Trading, as well as Soft Commodities trading. Losers were generally well contained and included
Volatility Arbitrage
, Quantitative Global Macro, and Merger Arbitrage. While we are pleased with our performance on a relative basis, we expect absolute returns to be more robust in months ahead. Eagle's View is invested…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01143475.pdf
EFTA01384538
Dataset 10
1p
445w
…known as index arbitrage and
volatility arbitrage
. • Options Arbitrage — seeks to profit from market turbulence or lack thereof, as reflected in movements in option prices that result from either market volatility or market fluctuations. The goal of this strategy is to buy inexpensively priced (i.e., low implied volatility) options whose underlying instruments are historically more volatile and sell expensively priced (i.e., high implied volatility) options whose underlying instruments are historically less volatile. • Equity-
volatility Arbitrage
- seeks to identify…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01384538.pdf
EFTA01384640
Dataset 10
1p
540w
…warrants, swaps and other derivative Securities in anticipation of profiting from a relative mispricing between them. These transactions may be offset in the underlying principal markets. Examples of such strategies are commonly known as index arbitrage and
volatility arbitrage
. Underlying instruments can include equities, bonds, commodities or credit instruments. Options Arbitrage: Options arbitrage (also known as options-volatility trading) is a derivatives based strategy that seeks to profit from market turbulence or lack thereof, as reflected in movements in option…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01384640.pdf
EFTA01384641
Dataset 10
1p
597w
…written without being hedged could result in an unlimited loss. Equity-
volatility Arbitrage
: This strategy seeks to identify and exploit relative mispricings in general volatility levels, skew and term structures across global markets. The Management Company will evaluate volatility through the analysis of capital structure, event catalysts and the structured products market. This strategy can involve single security as well as index volatility. Exposure to equity-
volatility arbitrage
may be achieved by acquiring warrants in the open market or through…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01384641.pdf
EFTA00556664
Dataset 9
2012-06-04
33p
5,638w
…a larger scale. QARMIN June 2012 - Confidential EFTA00556666 Executive Summary J Primary objective is to achieve consistent risk-adjusted returns throughout different market cycles, taking advantage of a flexible dynamic allocation process relying on 3 largely uncorrelated investment axes: multi-asset directional, market neutral and
volatility arbitrage
. We typically target a minimum Sharpe Ratio of 2, with an annualized Return to Max Drawdown of 3. J Custom trading platform: Research and Development, backtesting and deployment run on a unified platform…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00556664.pdf
EFTA00602700
Dataset 9
2014-05-09
55p
23,249w
…Strategy 46 Equity-Real Estate Statistical Arbitrage 47 29 Equity-Technology 30 Systematic 47 Equity-Utility 30 Merger Arbitrage Event Driven Merger-Arbitrage 48 Equity-Diversified 31 Multi-Strategy Multi-Strategy 31 Credit 49 Fixed Income Arbitrage Diversified 49 Fixed Income 33
Volatility Arbitrage
Fund of Funds Arbitrage 53 Arbitrage 34 Event Driven 34 Long/Short 34 Macro 34 Multi-Strategy 35 Trading 35 Long Only Equity-Diversified 36 Macro Past performance is not a reliable indicator of future performance…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00602700.pdf
EFTA01204719
Dataset 9
2014-11-10
4p
1,885w
Subject:
Eagle's View Capital Management, LLC- October 2014 Performance Update...
From:
Neal Berger
To:
[email protected]
…our hypothesis. We believe strategies such as electricity arbitrage, capitalizing upon structural inefficiencies in shipping derivatives, equity lines of credit in Australia and UK, algorithmic pattern recognition, energy
volatility arbitrage
, etc. fall outside the boundaries of the more common and highly capitalized mainstream strategies. In short, part of the risk management construction of the Eagle's View portfolio seeks to take this into account. We do very little thinking about the overall direction or macro view of markets. We do…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01204719.pdf
EFTA00694446
Dataset 9
2013-11-10
4p
1,869w
Subject:
Eagle's View Capital Management, LLC- October 2013 Performance Update...
From:
Neal Berger
To:
[email protected]
…month in that regard. During the month of October, roughly 70% of our Managers were positive. Gains were led by Algorithmic Pattern Recognition, European Power Trading, and Equity Statistical Arbitrage. Option
Volatility Arbitrage
, Fixed Income Relative Value, and FX Statistical Arbitrage suffered contained losses. The Eagle's View Funds seek to provide investors with a truly uncorrelated source of alpha versus the equity markets, bond markets, and other alternative investment products. With the equity markets in the US gaining over…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00694446.pdf
EFTA00310042
Dataset 9
1p
323w
…interim reports, projected earnings, etc. • Listening in on conference calls, meeting clients, and other professionals in the industry. • Timing large shifts in momentum,
volatility arbitrage
, trading off news and events. Kitesurfing Instructor - East Hampton, New York Summers of2008-2015 Freelance Experience November 2012- August 2013 • Live trading U.S equities. September 2009- Present • Semi-Pro kite surfer, sponsored by Cabrinha Kitcsurting and Neil Pryde. Ranked #2 nationally for college freestyle kitesurfing. Education Rollins College - Orlando, FL September 2013- Present • Major…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00310042.pdf
EFTA00714409
Dataset 9
2015-10-14
4p
1,737w
Subject:
Eagle's View Capital Management, LLC- September 2015 Performance Update...
From:
Neal Berge
To:
[email protected]
…fund closures, and, we are not necessarily believers in those strategies, we feel that there are many Managers around the industry (some of which have not made the press) who have fallen victim to the investor mentality and whipsawed market activity discussed above. Eagle's View invests in a highly diversified portfolio of non-correlated strategies such as Electricity Arbitrage, capitalizing upon inefficiencies in shipping derivatives,
volatility arbitrage
, algorithmic pattern recognition, various forms of statistical arbitrage, etc. We do not…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00714409.pdf
EFTA00619963
Dataset 9
55p
23,449w
…Strategy 46 Equity-Real Estate 30 Statistical Arbitrage 47 Equity-Technology 30 Systematic 47 Equity-Utility 30 Merger Arbitrage Event Driven Merger-Arbitrage 48 Equity-Diversified 31 Multi-Strategy Multi-Strategy 31 Credit 49 Fixed Income Arbitrage Diversified 49 Fixed Income 33
Volatility Arbitrage
Fund of Funds Arbitrage 53 Arbitrage 34 Event Driven 34 Long/Short 34 Macro 34 Multi-Strategy 35 Trading 35 Long Only Equity-Diversified 36 Macro Past performance is not a reliable indicator of future performance…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00619963.pdf
EFTA01139202
Dataset 9
2015-12-14
4p
1,748w
Subject:
Eagle's View Capital Management, LLC- November 2015 Performance Update...
From:
Neal Berger
To:
[email protected]
…the month, we are not experiencing any stress at this time based upon Manager estimates which admittedly, is a nice feeling. During these type of market environments, we favor quantitatively driven strategies. We believe forced and dislocated buying and selling is very challenging for discretionary Managers as markets overshoot and whipsaw due to asset flows. We like
volatility arbitrage
type strategies, statistical arbitrage, and even some systematic trend-following at the moment. Of course, strategies such as electricity arbitrage, capitalizing…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01139202.pdf
EFTA01138022
Dataset 9
2016-01-18
4p
2,025w
Subject:
Eagle's View Capital Management, LLC- December 2015 Performance Update...
From:
Neal Berger
To:
[email protected]
…in liquid strategies. We feel very good about our current positioning and we're pleased that we have the experience to have prepared ourselves for markets like this despite not having witnessed this type of volatility in quite some time. As mentioned within our Nov. commentary, we favor quantitatively driven strategies such as various forms of statistical arbitrage,
volatility arbitrage
, algorithmic pattern recognition, and of course, strategies that 'live above the fray' such as electricity arbitrage, shipping derivatives, etc. EFTA01138023…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01138022.pdf
EFTA00685277
Dataset 9
2015-09-10
4p
1,657w
Subject:
Eagle's View Capital Management, LLC- August 2015 Performance Update...
From:
Neal Berger
To:
[email protected]
…the periods ahead. It is impossible for anyone to forecast the timing of the capture of these inefficiencies, however, we do believe increased volatility causes greater opportunities for our strategies. Eagle's View invests in a highly diversified portfolio of non-correlated strategies such as Electricity Arbitrage, capitalizing upon inefficiencies in shipping derivatives,
volatility arbitrage
, algorithmic pattern recognition, various forms of statistical arbitrage, etc. We do not spend 10 minutes per year seeking to forecast macroeconomic trends, timing of Fed…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00685277.pdf
EFTA01104892
Dataset 9
30p
6,348w
…NY 10022 Neal Berger Tel: Email: Falcons View Fund. Ltd. DRAFT FOR INTERNAL USE ONLY EFTA01104909 Appendix B: Strategies STRATEGIES Electricity Trading B2 Fraud Activism B3 Short — Term Fraud Activism B4 High Frequency Information Arbitrage B5 Option
Volatility Arbitrage
B6 Leveraged ETF Arbitrage B7 FX High Frequency and Statistical Arbitrage B8 Bounded Tradable Processes B9 T-Bill Arbitrage B10 Falcon's View Fund. Ltd. DRAFT FOR INTERNAL USE ONLY EFTA01104910 Team 1: Electricity Trading Short Summary Portfolio Manager Incepted in…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01104892.pdf
Corpus: 1990-03-17 – 2025-12-01
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Set 9
13
Set 10
3