Gauss Investments advises clients on strategies to exploit market-neutral, short-term arbitrage opportunities in the global equity cash and derivatives markets.
GSIFund Portfolios mainly hold long positions whether cash or synthetic fully hedged by their opposite derivative positions, primarily through futures. GSIFund is only focused on investments in large well-known caps and believes its investment strategy will succeed because it:
1. Provides the opportunity to
outperform the underlying markets without taking market risk.
2. Concentrates on large caps
guaranteeing a good liquidity and revenue forecast at any point in time.
3. Allows investors who wouldn't directly
trade yield enhancement structures to achieve similar returns by investing in our fund.
4. Enables investors to benefit from the
unique structure around our fund - i.e. an unleveraged investment with typical leveraged returns thanks to easy access to prime brokers and cheaper financing.
We expect to turn over the portfolios throughout the year in line with an average holding period of five working days to minimise funding costs. This may vary depending on the underlying strategy and investment and the written opinions of leading legal and tax advisors.
GVIFund manages a portfolio of derivative investments with a focus on outperformance options. The exotic option market offers various arbitrage opportunities due to discrepancies on correlation and volatility.