KAI VOLATILITY ADVISORS
Kai Investment Strategies
Dealer Flow Alpha Gen
Kai Dealer Flow Alpha Gen is a tactical trading strategy designed to systematically exploit macro flows driven by street positioning. The strategy performs by strategically positioning across underlying equity indices and their volatility surfaces.
Vol Neutral Alpha Gen
The Kai Vol Neutral Alpha Gen Fund specializes in a market-neutral, volatility arbitrage strategy designed to systematically exploit structural mispricing in US equity option markets, while mitigating the risks inherent to such strategies.
Long Volatility
The Kai Long Volatility strategy is a scalable, long-convexity, long-skew, long-volatility strategy in US equity option markets that specializes in providing tail protection with embedded structural alpha.
Kai Multi-Strategy
The Kai Volatility Multi-Strategy Fund uses a proprietary asset allocation model to allocate dynamically between the firm’s three funds on a monthly basis.
AS SEEN ON
Cem Karsan
Cem Karsan is the Founder, CIO, and Managing Principal of Kai Volatility Advisors. He is responsible for portfolio construction, and firm-wide management, as well as its Head of Research and Risk Management. Mr. Karsan formed Kai Volatility Advisors after over two decades of experience building industry-leading derivatives businesses. At its peak, during the Great Financial Crises, Mr. Karsan’s proprietary market-making firm, Precision Capital Management, represented approximately 13% of the daily volume of S&P 500 Options. In 2010, Mr. Karsan divested his stake in Precision Capital to found his own investment management firm, now Kai Volatility Advisors. Mr. Karsan holds a Bachelor’s degree from Rice University with a triple major in Mathematical Economic Analysis, Policy Studies & English. He also holds an MBA from Northwestern University’s Kellogg School of Management, with an emphasis in Analytical Finance and Management & Strategy.
*Past performance may not be indicative of future results.