Mass. Hedge Fund Launches Volatility Strategy

Jul 7 2008 | 2:47pm ET

Duxbury, Mass.-based Bay Hill Capital Management has launched a volatility multi-strategy fund. 

The specialized hedge fund, which launched on July 1, will pursue three volatility sub-strategies:  arbitrage, dispersion, and relative value, and will maintain a diversified portfolio, trading mainly in listed equity options.
 
The $25 million Cayman master-feeder fund was launched after the firm ran the strategy in managed accounts for a year. 

The fund charges a management fee of 2% and a performance fee of 20%. The minimum investment requirement is $1 million.


In Depth

Q&A: Sancus Capital And The Disruption Of The CLO Market

Oct 5 2017 | 6:28pm ET

Traditional collateralized loan obligation (CLO) funds in the U.S. market can offer...

Lifestyle

CFA Institute To Add Computer Science To Exam Curriculum

May 24 2017 | 9:25pm ET

Starting in 2019, financial industry executives sitting for the coveted Chartered...

Guest Contributor

Finding Success as Alternatives Converge

Oct 9 2017 | 4:00pm ET

Rising interest among institutional investors over the past several years has led...

 

From the current issue of