Kris Gilboy

Zero Delta is an absolute return derivatives fund focusing on options and non-directional volatility strategies. It is designed to be an absolute return vehicle with little correlation to the broader market using sophisticated relative value volatility strategies capitalizing on niche market inefficiencies. Zero Delta Utilizes a multi-manager / multi strategy limited partner structure and focuses on experienced but capacity constrained portfolio managers with identifiable and repeatable edge. Our managers expect to exhibit convex return profiles and outperform in market volatility, and they are positioned in a variety of traditional and alternative asset classes.