Havelet Bay Capital offers the upside of generating superior income from options with the downside protection of robust black swan hedges – a rare combination designed to deliver steady returns and safeguard capital in crises.
Research & Development
We employ a systematic, empirical approach to exploit persistent mispricings in the options market. Our proprietary models exploit inefficiencies in the options market to harvest premium income while dynamically hedging against market risks.
Our research team refines our strategies through statistical modeling and real-time market calibration. We focus on structured experimentation and continuous model optimization to enhance risk-adjusted returns.
Compliance & Reporting
Our investors benefit from a dedicated investor login platform, with the ability to track performance daily. We provide detailed performance reporting, real-time analytics, and systematic risk oversight, ensuring disciplined strategy execution and capital protection.
We adhere to institutional-grade governance and international regulatory standards, ensuring transparency and investor confidence.
Trading & Risk Management
We focus on providing investors with liquid strategies, quick to both deploy and withdraw, ensuring efficient execution and capital flexibility.
Our portfolio construction follows a risk-first framework, prioritizing capital preservation while optimizing return potential. Key areas of risk management include systematic position sizing, predefined risk limits, dynamic hedging, volatility optimization, scenario stress testing, allowing us to build a resilient portfolio with consistent returns.
Infrastructure & Data
Data is central to our investment process. We leverage a high-performance infrastructure to analyze structured and unstructured market data, capturing inefficiencies in real time.
Our proprietary trading framework ensures scalable, precise trade assessment across market environments. By continuously optimizing data acquisition and processing, we enhance predictive accuracy, maximizing alpha while maintaining operational resilience.
Contact: ir@haveletbaycapital.com
Past performance is not indicative of future returns. Certain statements on this site contain forward-looking information and projections based on current expectations, estimates, and assumptions. Actual results may differ materially. Havalet Bay Capital’s Flagship Fund is managed by Asset Management Switzerland AG, located on Poststrasse 6 Zug, Switzerland.