(Opalesque) Florida-based Global Sigma rode February’s volatility to new highs. The firm’s AGSF strategy is up +2.8 percent through February 16 and +4.2 percent YTD and its Vol/Arb program is up +14 percent through February 16 and 19.6 percent YTD.Global Sigma CIO Hanming Rao tells Opalesque that he opted to go long-volatility in the second half of 2017 and maintained his positioning through the start of the year. That bet paid off earlier this month when the VIX hit new highs.
Global Sigma captures February’s long-vol trade
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