Sigma Capital's Asia long volatility fund delivered a 12%
return in August, its best monthly performance ever since its
launch more than three years ago. For the year-to-date to the
end of August, the fund had gained 10%.
The Sigma Asia Equity VA Fund systematically tracks equity
derivatives activities, from listed to OTC and plain vanilla to
exotics, and uses a proprietary system to screen and rank
possible trade ideas. Penjing Asset Management seeded the fund
that began trading in...