Arrowstone’s strategy underlying the AMC pursues an absolute return mandate through a disciplined long/short approach, expressing high-conviction views on US mid- and large-cap equities primarily through equity options, supported by futures and macro options.

The strategy does not seek to track a benchmark. It is built to deliver consistent, uncorrelated risk-adjusted returns across market conditions by capitalising on directional, relative-value and event-driven opportunities in the US equity and derivatives markets.

Our investment process integrates three complementary layers within a single unified framework: top-down macroeconomic analysis to identify sector rotation; bottom-up fundamental research to find mispriced businesses with a clear catalyst; and systematic, data-driven models underpinned by quantitative and liquidity analysis. Every trade is sized systematically and underwritten by a well-defined risk/reward profile before capital is committed.

The portfolio is deliberately concentrated and constructed with explicit attention to historical and implied volatility, correlation and beta. Risk management is embedded in the process rather than applied afterwards: portfolio-level Greeks, gross and net exposure limits, position-level stop-loss and profit-taking disciplines, and regular stress testing keep exposure within defined parameters in every market environment.