A systematic derivatives platform operating with real capital since July 2020 across multiple market and volatility regimes.
Sophisticated capital requires more than broad market exposure. We focus on structural inefficiencies in the derivatives space to harvest alpha that is uncorrelated with traditional equity beta.
We do not rely on market forecasts. We engineer portfolios where outcomes are a mathematical function of price, time, and volatility—embedded at the moment of entry.
Our research and engineering teams operate across the US, Dubai, and India, providing continuous operational oversight and access to world-class quantitative talent.
Utilizing systematic derivatives strategies to capture the variance risk premium—providing yield even in sideways or declining markets.
Institutional-grade operational infrastructure, independent fund administration, and strict risk monitoring protocols across all jurisdictions.
Rules-based execution leveraging structural market inefficiencies.
Portfolios built with embedded hedging and algorithmic drawdown recovery.
Focused on sustainable scaling that preserves alpha for existing partners.
We do not take speculative bets on geopolitical events or economic pivots.
We are not high-frequency scalpers; we harvest structural premiums over time.
Drawdown control and capital preservation are the primary metrics of success.
Prime Broker
Interactive Brokers
Administrator
NAV Consulting
Auditor
Richey May & Co.
Legal Counsel
Capital Fund Law Group
The original Sandbox where STARlab's multi-asset systematic strategies were born and matured. Currently closed to new external capital.
Yield generation tied to SOFR rate for accredited participants.
Strategy
Systematic SPX options with embedded hedging
Objective
Return generation with engineered drawdown and recovery behavior