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

EQUITY ANALYST

ASSISTANT TRADER

APPROACH

We seek to invest and manage based on certain core principles.

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

2023 Volatility Navigation and Solutions webinar

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