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OVERVIEW

The Hyperion Fund is an actively managed absolute return fund that invests in S&P 500 options and futures. Our investment approach is based on a scientific, model-driven process that uses quantitative indicators. We aim to generate consistent and well-defined returns, regardless of market direction, by implementing five distinct strategies. Each strategy is carefully evaluated and weighted to achieve a desired negative correlation with major indices and the systems being traded.

Through extensive data analysis and our experience across various market cycles, we have developed a thorough understanding of the strengths and weaknesses of each strategy. While we acknowledge the inherent risk of investment losses, we are confident in our ability to deliver a diversified portfolio of strategies that align with our objectives and offer substantial value to investors.

We believe that persistence pays

Long-term capital growth is a core part of our investment philosophy.

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Fund Portfolio

Hyperion Fund Strategies

Each component of Hyperion is diligently analyzed to enhance the overall portfolio's performance across varying market conditions.

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Directional Spread Strategy

  • The global equity index options market, known for its exceptional liquidity, exhibits enduring structural inefficiencies. Leveraging these inefficiencies, the directional spread strategy adeptly constructs option combinations, often adopting the format of 1xN ratio trades. Essentially, this strategy operates akin to a quasi-arbitrage, skillfully capitalizing on the distinctive characteristics of the market to generate favorable outcomes.

Tactical Strategy

  • The forecasting process involves employing option spreads and analyzing risk/reward combinations to assess market conditions. By carefully evaluating these factors, we strive to identify positions that offer the most favorable risk/reward characteristics. Our trading decisions are guided by a comprehensive approach that combines fundamental macro directional forecasts with technical analysis of present risk factors. This holistic methodology allows us to make informed trades based on a well-rounded assessment of market dynamics.

Volatility Capture Strategy

  • This approach incorporates an intraday stock index future momentum strategy, which enables us to capitalize on significant movements within the U.S. equities market. This strategy proves particularly valuable as it serves as a hedge against potential Black Swan losses, mitigating risks associated with unexpected and extreme market events. However, it is important to note that during periods of low volatility, our strategy may experience a reduction in the “volatility premium” typically observed.

Risk Sigma Strategy

  • Risk Sigma is a dynamic short-term trading strategy that thrives on exploiting both volatility and directional movements within the market. By capitalizing on the concept of “mean reversion,” this strategy aims to generate consistent returns. It achieves this by operating on shorter trading time frames and executing trades with higher turnover. This approach allows Risk Sigma to effectively manage program volatility exposure and minimize drawdowns, thereby enhancing overall performance.

Active Range Strategy​

  • “Active Range” means continuous adjustment of the positioning to the current market and volatility environment (Delta short and Gamma long) and active risk management throughout the trading session. AR is a delta-based option strategy designed to continuously exploit equity market fluctuations regardless of long-term market direction.