With an emphasis on risk management, Blue Jay Trading serves the portfolios of qualified investors by pursuing capital growth through the Volatility Dispersion Strategy.

Program Benefits

The Blue Jay Dispersion Fund LP aims to achieve higher than average risk-adjusted returns through utilization of an actively managed dispersion strategy focused on the mispricing of broad equity index options versus individual equity market options.

Uncorrelated

Investments are not
correlated to the S&P 500.

Alpha Generative

Leverage market inefficiencies
to generate absolute returns.

Risk management

We acquire S&P 500 puts
to limit downside risk.

Interested in learning more about the Volatility Dispersion Fund?