Key Strategies

Bell Curve Capital LP ("Bell Curve", formerly K2 Capital Management) is an institutional investment firm that develops and implements systematic trading programs and quantitative strategies.

We have combined years of system integration and quantitative research to achieve a scalable investment platform for a various strategies, with a core strategy of relative value volatility.

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  • Realized Bell Curve Returns
  • Model Expectations
  • Bell Curve’s model has shown consistent reliability in prediction of future returns. The above chart visually describes the tracking of the realized versus expected returns of the portfolio since inception.

    BellCurve’s core strategy.

    strategy-info

    Additional strategies.

    • Correlation/Dispersion
    • Statistical Arbitrage
    • Discrete Events

    Our system for complex volatility surface monitoring and modeling maintains delta neutrality on each equity name, concentrating on convexity of derivatives.

    The firm's execution FIX engines connect to major Wall Street firms to synthesize advanced volatility-based option execution strategies and algorithmic
    equity executions. The various FIX engines provide
    the platform minimal execution risk and allowing the managers to focus on alpha creation for our investor base.

    Risk Managment.


    Our partners maintain conservative, and comprehensive, risk strategies.
    They manage risks on:

    stock movements
    merger-acquisition
    bankruptcy probability
    volatility spikes
    time decay
    trending movements
    and more


    Our management team maintains conservative and comprehensive risk systems to monitor several probability scenarios necessary to a derivative portfolio. We manage risks with enhanced proprietary tools and various intraday, daily and weekly reports. We consistently validate our reports with those provided by our custodian.

    Our comprehensive management platform is integrated with multiple execution brokers, allowing Bell Curve’s risk systems to monitor various risks in real time, analyze a variety of scenarios, and maintain a high level of accuracy in all areas of trading.