Systematic Volatility & Macro Rates
Arasan Capital seeks to deliver strong risk-adjusted returns that are not correlated with broad markets through volatility arbitrage and macro interest rates
Fund launch — January 2027
The Fund
Systematic Volatility
& Macro Rates Strategies
A systematic approach designed to capture distinct opportunity sets across
liquid volatility surfaces and global interest-rate markets
Volatility Arbitrage
Focused on U.S. equity index options, seeking mispricings in skew surfaces and implied-versus-realized volatility, with dynamic exposure and strict risk limits
Macro Interest Rates
Trading interest-rate products around central-bank repricing, supply-and-demand dynamics, month-end flows and cross-market relative-value opportunities