During a bull market, The Vega Fund usually holds long market exposure. This presents us with downside risk if a crash were to emerge. How do we deal with such risk? (more…)Read more
About: Scott Shuttleworth
Recent Posts by Scott Shuttleworth
In today’s article, I wanted to do a more advanced review about how I think about option pricing, investing in options and we’ll review my thesis on why the volatility smile exists. (more…)Read more
Our core philosophy at Vega Capital is to consistently search for new ways to invest and improve our performance. Today, I wanted to review a little research I've been working on around Vega's hedging algorithm. (more…)Read more
The Vega Fund performs best when it goes short - is it time? (more…)Read more
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