The Argus Lamda Fund (hereafter referred to as the "Λ Fund") is a BVI registered and regulated private mutual fund. The aim of the Λ Fund is to produce market uncorrelated, low vol, absolute returns. To this end a multi strategy approach is utilised with allocation of the Λ Fund's assets between Quant / Stat Arbitrage , Long Short, Global Macro & Event driven strategies.
The majority of allocation covers the proprietary Λ Strategies which entail primarily Quant, Stat Arbi and Long Short strategy bias. The Λ Strategies are internally developed sophisticated multi variable mathematical models which are based on a combination of fundamental, technical, statistical and macro factors to produce trading signals. Automated trading is mainly used to effect the implementation of Λ Strategies.
Risk management is an integral part of the strategic allocation and is based on historical and real time scenario analysis.
Inception date: 01 October 2009