Vernon Capital Partners specializes in volatility futures-based diversification and total-return strategies. Our team can customize and provide analytics for any risk tolerance from the most conservative to most aggressive.
Our Team publishes technical journal articles and whitepapers on quantitative finance, risk management and volatility strategies.
Vernon Capital Partners trades risk-managed fundamental volatility futures strategies in proprietary accounts, and partners with select Advisors and Brokers who may provide client account trading services.
D. Abasto and M. Kust, "Model01: Quantifying the Risk of Incremental Model Changes," 5 September 2014. download
D. Abasto, B. Heintszch and M. Kust, "Monte Carlo Pricing with Local Volatility Grids," 5 March 2013. download
D. H. Annis, P. C. Kiessler, R. Lund, T. L. Steuber, “Estimation in Reversible Markov Chains,” The American Statistician, vol. 64, no. 2, pp 116-120, 2010. download
S. S. Wu, W. Wang, D. H. Annis, “On Identification of the Number of Best Treatments Using the Newman-Keuls Test,” Biomedical Journal, vol. 50, no. 5, pp 861-869, 2008. download
D. H. Annis, “A note on quasi-likelihood for exponential families,” Statistics & Probability Letters, vol. 77, no. 4, pp 431-437, 2007. download
S. S. Wu, D. H. Annis, “Asymptotic efficiency of majority rule relative to rank-sum method for selecting the best population,” Journal of Statistical Planning and Inference, vol. 137, no. 6, pp 1838-1850, 2007. download
The following whitepapers represent point-in-time analyses and are not intended to represent ongoing or updated performance of any strategy or account, hypothetical or actual. These whitepapers may contain primarily hypothetical case studies and performance illustrations, and are not a recommendation to buy or sell securities or to solicit investment in any fund or trading program. Futures-based strategies contain significant risk and may not be suitable for all investors.
D. H. Annis, “Mathematical Fundamentals of Volatility Futures,” Vernon Capital Partners, LLC, Charlotte, NC 25 September 2020. download
Please give us a call or send us an e-mail - we're always happy to help, whether it's educating an interested party in futures markets and trading, advising a new client, or just having a conversation.
info@vernoncapitalpartners.com
+1 704 626 2523
Vernon Capital Partners, LLC
222 S. Church St, Ste 100
Charlotte, NC 28202
