Entities

Quantitative Volatility Research Advisors

Quantitative Volatility Research Advisors

Nickname
QVR Advisors
Founding Date
2017

QVR Advisors is a boutique investment advisory that provides alternative investment strategies for sophisticated institutions. It manages quantitatively-driven, options-and volatility-focused strategies across absolute return, and bespoke solutions business lines. The firm’s solutions are customer-centered, designing customized investment programs across tail risk hedging, defensive equity, and other areas to meet the needs of each client.

Absolute Return Strategy

  • Seeks a diversifying absolute return stream with low correlation to traditional asset classes, and in permissive market environments, owning cheap convexity and tail risk.
  • Seeks to be market-neutral and all-weather, not long volatility or high bleed strategy.
  • QVR sources alpha from price-insensitive end-users of derivatives (corporates, overwriters, hedgers, retail).
  • The market impact potentially compensates relative value traders such as QVR for providing liquidity, warehousing basis risk and potentially owning mispriced convexity. 


Custom Solutions

  • Tailored solutions mandates for large institutional investors.
  • Strategies include tail hedging, hedged equity, and opportunistic exposure.