Capturing structural dislocations in global equity derivatives markets.

ALYX Capital runs a market-neutral, all-weather equity derivatives strategy engineered to complement traditional portfolios. We deliver uncorrelated alpha across US, Europe, Asia, and selected emerging markets.

Approach

A global mandate engineered for resilient, low-correlation returns. Our derivatives-led approach combines dislocation capture with disciplined risk and crisis overlays, structured around four principles: market neutrality, alpha generation, asymmetric trade construction, and dedicated crisis protection.

Investment universe

We capitalize on persistent inefficiencies across the principal pricing parameters of derivatives — funding cost, dividends, volatility, and correlation — each driven by identifiable, recurring flow imbalances from structured products, ETFs, and bank balance-sheet constraints.

Investment process

Disciplined construction with liquid instruments and quantified risk. Trade-level discipline with historical stress testing against crisis scenarios, VaR monitoring, and downside controls. Systematic screening identifies opportunities; quantitative validation tests viability; qualitative approval ensures market understanding. Positions are deployed across regions, products, strategies, and parameters.

Solutions

Flexible access via Separately Managed Accounts. Direct asset ownership, full transparency, and optional MAP integration — structured to align with institutional governance. Our flagship Market Neutral Strategy targets 10–15% annual returns across all market conditions, alongside bespoke mandates engineered to specific portfolio objectives.

Contact

For institutional enquiries and mandates, contact [email protected].

For Professional Investors Only.