Toronto-based Integrated Managed Futures Corp. today unveiled two new trading programs. The IMFC Multi Strategy Program will invest the bulk of its assets in the firm’s existing IMFC Global Investment Program, and 10% in its new IMFC FxVol Program.
IMFC’s diversified trend following Global Investment Program, which started trading last February, gained some 17% in 2007. The program currently manages some C$4 million in assets under management.
The FxVol program invests in a balanced portfolio of both long and short volatility trades in the OTC FX options markets. The strategy generally maintains a net long “volatility” bias and is never short uncovered, or “naked” options, according to the firm. The manager of the FxVol Program is James Rider, who joined IMFC last month. Previously, Rider co-founded Volatility Research & Trading, and directed the firm’s research and programming with respect to limited loss volatility based trading strategies in the foreign exchange market.
IMFC is the managed futures arm of Integrated Asset Management Corp. which manages some C$3 billion in assets and committed capital under management in private corporate debt, private equity, real estate, managed futures and retail alternative investments.
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