Varangian Capital

Research and Insights

Explore in-depth white papers and research that highlight innovative strategies, risk management, and quantitative insights.

Our Approach to Research

At Varangian Capital, our research focuses on timeless principles and frameworks that empower professional investors. Our white papers delve into quantitative strategies, risk management methodologies, and multi-asset frameworks designed to navigate complexity and drive long-term risk adjusted performance.

Navigating Market Regimes: Quantitative Approaches to Understanding Market Transitions

Abstract Financial markets are inherently dynamic, characterized by periods of stability interspersed with sudden transitions. Understanding and adapting to these […]

The Impact of Volatility-Based Strategies on Portfolio Resilience

Abstract Volatility is an ever-present characteristic of financial markets, offering both risks and opportunities for investors. Hedge funds and asset […]

The Role of Crypto Derivatives in Diversified Portfolios

Abstract As cryptocurrencies continue to evolve into a recognized asset class, the role of crypto derivatives in portfolio management has […]

The Evolution of Managed Futures in a Crypto-Derivatives Era

Abstract Managed futures, a cornerstone of alternative investments, have provided robust returns and diversification benefits for decades. With the rise […]

Dynamic Portfolio Construction in Multi-Strategy HedgeFunds

Abstract In an era of increasing market complexity and uncertainty, multi-strategy hedge funds offer a compelling approach to achieving diversification […]

Explore Our Research

Dynamic Portfolio Construction in Multi-Strategy Hedge Funds

Multi-strategy hedge funds employ a diverse range of investment approaches to capture opportunities across asset classes and market conditions.

The Evolution of Managed Futures in a Crypto-Derivatives Era

Managed futures strategies, guided by systematic trading models, have long been valued for their ability to generate returns across market cycles

The Role of Crypto Derivatives in Diversified Portfolios

Cryptocurrencies have matured into a mainstream asset class, with crypto derivatives—futures, options, and perpetual swaps—becoming indispensable tools for traders and investors.

The Impact of Volatility-Based Strategies on Portfolio Resilience

Volatility is often described as a double-edged sword in financial markets.

Navigating Market Regimes: Quantitative Approaches to Understanding Market Transitions

Market regimes refer to periods during which financial markets exhibit consistent characteristics.

The research provided on this page is for informational purposes only and does not constitute investment advice. Access is restricted to professional investors, accredited investors, and eligible counterparties. By downloading or accessing any white paper, you agree to our Terms of Use.
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