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Managed Futures
Le Mans Adaptive Volatility Edge Investor Presentation January 2024
May 2024 - Managed Futures
Le Mans Adaptive Volatility Edge Investor Presentation January 2024
The Adaptive Volatility Edge strategy capitalizes on the analysis of term structures, allowing for strategic positioning based on market conditions. Additionally, it takes advantage of the mean-reversion tendencies commonly observed in volatility markets.
Under normal circumstances, equity markets tend to exhibit a gradual upward drift with occasional minor corrections. In such environments, the term structure of VIX Fut