Gamma implements hedge and arbitrage strategies designed to capture relative-value dislocations across global markets. The strategy focuses on identifying pricing inefficiencies, market-neutral opportunities, and short-term misalignments between correlated assets. Execution is supported by disciplined risk management, rigorous liquidity control, and a systematic approach to position sizing.
This strategy targets opportunities within real estate-linked instruments, including real-estate operating companies, and specialized property-driven securities. The objective is to capitalize on valuation discrepancies, market cycles, and structural shifts in real-asset fundamentals across both developed and emerging markets, always with a focus on liquidity, defensiveness, and capital preservation.
Gamma's commodities trading strategy seeks to exploit directional and relative-value opportunities across commodity complexes such as energy, metals, and agricultural products. Through a combination of macro analysis, supply-demand modeling, and tactical positioning, the strategy aims to generate uncorrelated returns across varying market environments.
This strategy is designed to protect investor capital from adverse market movements by employing volatility-focused instruments and tail-risk mitigation techniques. It includes dynamic hedging, volatility harvesting, and systematic protection overlays intended to stabilize portfolio performance during periods of heightened uncertainty or extreme market stress.
Gamma's investment and risk management process is built upon a set of core principles aimed at the consistent generation of risk-adjusted returns for its investors.
Gamma implements a value-added global investment approach, combining macro, micro, and technical analysis within a strict risk management and governance framework.