Eight sleeves. One discipline.

Directional and relative-value exposure across equities, rates, FX and commodities driven by sovereign policy, fiscal regime and geopolitical signal.

• — Trade-war / tariff repricing
• — Treasury yield-curve positioning
• — Currency dislocations (USDCNH, EUR crosses)

Capital deployed around mergers, acquisitions, restructurings, spin-offs, activist campaigns and regulatory events — capturing mispricings around discrete catalysts.

• — Merger arbitrage
• — Spin-off / restructuring plays
• — Activist & regulatory catalysts

Fundamental valuation of single names with paired exposure — long undervalued, short overvalued — neutralizing systemic beta where appropriate.

• — Sector pair trades
• — Theme-driven shorts
• — Quality-vs-junk relative value

Convex structures expressing asymmetric upside in dislocation events — energy panic premia, election windows, structured corrections.

• — Long-dated calls + synthetic structures
• — Vol surface arbitrage
• — Crash-protection overlays

Senior, mezzanine and distressed debt in companies undergoing restructuring, refinancing or bankruptcy. Selective allocation to special situations.

• — Restructuring credit
• — Sovereign / EM distressed
• — Capital structure arbitrage

Convertible, merger and statistical arbitrage. Cross-asset relative-value where pricing dislocations exceed implementation costs.

• — Convertible arb
• — Stat arb
• — Cross-listing & ADR arbitrage

Factor-based and trend-following models with automated risk controls. Alternative data ingestion to identify and validate macro and micro signal.

• — Factor models
• — Trend / momentum overlays
• — Alt-data validation

Direct equity in enterprises and special-situation projects where capital can extract above-market returns, including selected illiquid opportunities.

• — Direct private equity
• — SPV-structured deals
• — Cross-border project finance