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Kai Vol Neutral Alpha Gen Master Strategy - AlphaMaven Performance Report
December 2024 - Hedge Fund
Kai Vol Neutral Alpha Gen Master Strategy - AlphaMaven Performance Report
The Kai Vol Neutral Alpha Gen Master Strategy specializes in market-neutral, volatility arbitrage designed to systematically exploit structural mispricing in US equity option markets, while mitigating the risks inherent to such strategies. The Strategy does this via proprietary models that aim to generate alpha by quantitatively exploiting flow-driven mispricing in the implied volatility surfaces of listed options