ABOUT WARSHAW
Warshaw Asset Management, LLC is a diversified relative value equity volatility manager. Our diversified vol strategy trades multiple volatility strategy buckets (long vol, realized vol arb, short vol and tail risk) in order to perform well in a wide variety of volatility environments. Our catalyst-driven approach incorporates macro, fundamental and quantitative research to identify volatility dislocations that we can capture through attractive reward/risk option trade structures.
We trade volatility, not price, and so are structurally non-correlated to traditional risk assets and equity l/s portfolios. While most managers loathe it, we thrive on uncertainty.
LEADERSHIP
TEAM
APPROACH
We seek to invest and manage based on certain core principles.
DYNAMIC CAPITAL ALLOCATION among a changing group of strategies and portfolio managers as market opportunities shift
FLEXIBLE TRADING MODEL designed for the realities of ever changing markets
A focus on RISK MANAGEMENT and capital preservation
The ongoing search for accomplished and innovative INVESTMENT TALENT
INVESTMENT APPROACH
WAM utilizes a diversified approach to capitalize on relative value and mean reversion volatility trading opportunities from dislocations or inefficiencies in implied and realized volatility.
This approach was developed by Mr. Warshaw in 2000 at Spear, Leeds & Kellogg.
INSIGHTS
Stay Current with the latest news and thought leadership from the Warshaw team
April 2023
March 2023
Warshaw to launch
the Sciens Warshaw
Diversified Vol fund in
2023-Q2
December 2022
Warshaw Diversified
Volatility Webinar
held on Dec 13th
July 2022
Warshaw announces
Diversified Volatility
strategy. Launch date
slated for 2023-H1