Deep Field Capital is a Switzerland-based (CFTC/NFA regulated), independent, purely systematic asset manager, developing and trading highly reactive intraday and short-term systematic programs in global futures and equity markets in a top-tier institutional setup.

Our expertise in developing quantitative short-term programs is built on +25 years of independent, self-funded proprietary trading. Besides employing our own capital in all our programs, we also count some of the largest global investors in the alternative space among our institutional clients.

All our trading programs share similar strengths like a “convex” long volatility profile, positive skewness, negative correlations to other asset classes and a positive performance capture on large equity down-days (e.g. Feb & Oct 2018), while taping into different return sources.

Deep Field currently manages the following quantitative intraday & short-term trading strategies:

1.) Intraday Crisis Alpha (ICA) Program: intraday momentum on global equity indices
2.) Intraday Convexity Capture (ICC) Program: intraday volatility trading (VIX futures)
3.) Systematic Volatility Arbitrage (VolArb) Program: multi strategy short-term volatility arbitrage
4.) Liquid Equity Alpha (LEA) Program: directional intraday mean-reversion on single stocks