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Cuyler I LP

Cuyler Capital Partners LLC

Company Overview

Founded in 2016, Cuyler Capital Partners LLC is a privately-held investment firm specializing in global macro/volatility strategies.

Fund Strategy

Cuyler I LP deploys a volatility trading strategy that seeks to generate consistent positive returns in any volatility environment. This “all weather” volatility strategy is separate and distinct from “tail risk” or “short volatility” strategies.

The fund employs an investment process that combines quantitative signals with a qualitative overlay. The quantitative signals are secondary variables generated from the daily price data which are designed to interpret the volatility environment, specifically the risk/reward ratio and appropriate directional view. The investment team’s qualitative overlay considers global macroeconomic conditions and incorporates phenomena that cannot be numerically measured (e.g. geopolitical events). Discretionary decisions by the investment team are infrequent, but are part of the process to generate alpha and manage risk.

The fund typically takes long and/or short positions on S&P 500 volatility (principally measured by the Cboe Volatility Index, also known as “the VIX”). The fund also expresses its market volatility views via derivatives on broad stock market indices, interest rate-linked securities, and/or other investments at the investment team’s discretion.

The fund seeks to manage risk through position sizing and hedging trades. The fund uses a proprietary meta model to scale positions based on several indicators, including VIX level, VIX futures term structure, and realized versus implied volatility. Portfolio construction allows for quick changes in exposure when opportunities shift. The fund performs daily reconciliation and monitoring of all risks and policies.

Quick Facts

  • Relative Value » Volatility
Inception Date: 2016-04
Monthly Performance Data:
Dec 5.61%

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