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...