Our Investment Strategies
Multi-strat
The Lambda Volatility Multi Strategy Fund uses a proprietary asset allocation model to dynamically allocate between the firm’s three funds on a monthly basis.
Long Volatility
The Lambda Long Volatility Fund specializes in a scalable, long-convexity, long-skew, long-volatility strategy in US equity option markets that seeks to provide tail pro
Vol-Neutral Alpha Gen
The Lambda Vol Neutral Alpha Gen Fund specializes in a market-neutral, volatility arbitrage strategy designed to systematically exploit structural mis-pricing in US equity option markets, while mitigating the risks inherent to such strategies.
Dealer Flow Alpha Gen
The Lambda Dealer Flow Alpha Gen Fund specializes in a tactical trading strategy designed to systematically exploit macro flows driven by street positioning. The fund does this by directionally positioning across underlying equity indices and their volatility surfaces.
Our Team
Lambda’s team is a unique blend of mathematicians, finance professionals, and innovative thinkers. We are a collective of minds that bring together a diverse range of skills and experiences, united by a shared passion for risk parity and alpha generation driven by novel and elegant volatility models.