Investment Overview
Strategy Description
The Blue Orbit Capital Fund I, LP is an absolute return strategy intended to be minimally correlated to traditional asset classes. The strategy utilizes a proprietary statistical model that quantifies risk and position sizing and seeks to limit portfolio drawdowns. Instruments traded primarily consist of S&P 500 and Nasdaq 100 futures options. The trades will generally be held for an average of 15 days, which limits market risk. To further manage risk, the manager may also hedge by trading offsetting options. Additionally, collateral may be invested in U.S. Treasury securities and other investment‐grade‐rated fixed‐income securities.
