Inference Fund — Systematic strategies for volatility markets

The mathematics behind the models

Our strategies are built on classical probability and signal analysis, deployed as an ensemble of models that read the market's volatility regime and position accordingly. Every signal is validated out of sample before a single contract is traded.

Systematic strategies for index volatility markets.

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Gaussian probability density function — Gaussian density — the prior behind our return distributions

Euler's identity on the complex plane — Euler's identity — rotation in the complex plane

Euler's formula on the unit circle — Euler's formula — the unit circle of oscillation

Bivariate normal surface — Bivariate normal — joint behavior of correlated risks

Riemann zeta function — Riemann zeta — series convergence and tail weight

Fourier series expansion — Fourier series — decomposing cycles in market data

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Tell us about your goals and we'll walk you through how our systematic approach works, what it costs, and whether it fits your mandate.

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