Cornelius Research is a proprietary trading company specializing in volatility statistical arbitrage

Our strategies are based on quantitative, rules-based trading with zero sentiment bias. These strategies produce superior risk adjusted returns and are uncorrelated to broad market indices

Our in-house proprietary systems constantly track the listed derivatives markets to uncover statistically significant structural alpha opportunities

Our tactical allocation policy allows for capital to be redirected to the optimal contracts at regular intervals

Our trading book is diversified across equity, fixed income, foreign exchange, commodity and volatility indices

Our exposure is diversified across North American, Asian and European markets

We also employ a highly convex, asymmetric, long vol portfolio hedge to protect against tail risk phenomena

Our hedging and execution capabilities are dynamic and are constantly improving as we see this as a path to under-rated alpha generation we see this as a path to under-rated alpha generation