Quantitative Volatility Strategies
Systematic volatility arbitrage across global futures markets. Data-driven. Risk-managed. Alpha-seeking.
Get in touchAbout
Voltaic Capital is a quantitative investment firm focused on capturing volatility risk premia and pricing dislocations in global futures markets. We combine rigorous statistical research with systematic execution to produce returns uncorrelated to traditional asset classes.
Our approach is grounded in first principles: treat every trade as a hypothesis, size every position against portfolio-level risk, and let data — not narrative — drive decision-making.
Strategy
Rules-based execution removes emotional bias. Every signal is backtested, every parameter is justified, every trade is reproducible.
Capturing the spread between implied and realised volatility across equities, rates, currencies, and commodities — wherever the edge is statistical, not anecdotal.
Portfolio-level VAR targets, correlation-aware position sizing, and real-time drawdown controls. Capital preservation is the foundation of compound growth.
Contact
Accredited investors and qualified purchasers. Inquiries only — this site does not constitute an offer or solicitation.