ACM Volatility Strategy Fund

Fund Overview 

The ACM Market Neutral Volatility Strategy Fund seeks to provide investors with consistent returns by taking advantage of opportunities in the volatility expectations of the S&P 500 Index.
The strategy uses a dynamic, machine-learning based, predictive analytical model which performs well in bear and bull markets, with minimal Beta correlation. The fund’s strategy is long/short volatility of the S&P 500 Index.

•The strategy focuses on data driven predictive analytics, powered by machine learning algorithms, to identify opportunities where the market underestimates or overestimates future expectations of volatility

•S&P 500 volatility expectations at 30 days are defined by the VIX index, which tracks the prices of a series of index options. VIX futures act as a secondary derivative of volatility, and define the expected value of the VIX index at a specific future time.

•In general terms, bull markets overprice VIX futures, resulting in Future Risk Premium (FRP) and bear markets underprice VIX futures, but overprice S&P 500 Options, resulting in Volatility Risk Premium (VRP).

•Future uncertainty in the US equities markets requires a strategy capable of adapting and performing well in multiple market conditions.

AI-Powered Algorithmic Trading 

Data across the S&P 500 index and its options, as well as the VIX and VIX futures markets provides valuable insight into opportunities to enter positions, as well as when the markets have normalized, signifying exit.

•The strategy dynamics are driven by algorithms created by Apis’s team of experienced traders, machine learning and quantitative market experts.

•The algorithms are developed through extensive market simulation that is analyzed by Recurrent Neural Networks, using BPTT and LSTM techniques.

•Ongoing machine learning enables the strategy to evolve over time, adapting to changing market conditions, and allowing it to maintain its edge.

•Stress testing of the Neural Networks with out-of-sample data and Batch Normalization ensures that the strategy’s adaptation does not result in overfitting.

Historical Return

Monthly returns are available to prospective accredited investors through:

or by Contacting Us for an Investment Prospectus.

The performance of the Apis Token, which is designed to participate in the profits of the ACM Fund Strategy and effectively tracks it, is described here.

Prior performance is not indicative of future results. The awards and rankings listed are provided by each individual database, and are based on a comparison with other firms and funds in the same category, listed in each individual database. The awards and rankings do not represent a comparison with all firms or funds.

Past performance is not a guarantee of profits. Investments may lose value. 

Please read the full disclaimer in the Private Placement Memorandum for full details on risks and performance.