Automated, hedged, data-driven. Based in the New York metropolitan area.
Vector Grove seeks high absolute returns with a tightly controlled drawdown budget and low observed correlation to broad U.S. equities.
To pursue that objective, the Fund targets repeatable structural opportunities in U.S. index options markets.
Systematic execution, explicit hedging, and proprietary research infrastructure are hallmarks of the Fund's investment process.
Many investment portfolios remain materially dependent on whether equities rise; Vector Grove targets repeatable return drivers inside liquid U.S. index options markets, including options market structure, systematic execution, hedging, and intraday repricing, without making broad equity direction the central premise.
Options are central to this approach because they allow risk to be expressed, hedged, and adjusted with precision across strikes, expirations, and market regimes. That flexibility supports sophisticated systematic strategies designed to create a differentiated return stream with low observed dependence on broad equity market direction. Internal strategy analysis has shown historically low correlation to broad equities, with performance not concentrated solely in either rising or falling equity markets.
Vector Grove's research architecture is built around original strategy development, not platform-driven backtesting. The work is led by university professors and Ph.D.-trained researchers with deep expertise in producing original scientific research across applied mathematics, engineering, stochastic dynamical systems, feedback control, data and decision science, optimization, and machine learning.
The process begins with explicit hypotheses about U.S. index options market structure, pricing, hedging, intraday repricing, and portfolio interaction. Those hypotheses are formalized mathematically, tested through simulation and stress scenarios, evaluated inside the broader portfolio, and validated before capital is deployed. Vector Grove uses proprietary infrastructure rather than generic commercial backtesting platforms or outside options analytics layers because options research depends on choices that materially affect results: how market data are cleaned and aligned, how volatility surfaces are estimated, how fills and hedges are modeled, how candidate strategies interact in one portfolio, and what stress, drawdown, and robustness thresholds must be met before deployment.
U.S. index options markets offer depth across indexes, expirations, strikes, option structures, and hedges. Vector Grove develops strategies within this decision space before capital is deployed, then combines distinct systematic strategies within one balanced portfolio. Strategy weights, risk allocation, aggregate exposure, and hedges are evaluated with explicit attention to how the strategies interact.
Vector Grove's research effort is led by university professors and Ph.D.-trained researchers with backgrounds in applied mathematics, engineering, stochastic dynamical systems, feedback control systems, data and decision science, optimization, and machine learning. Detailed biographies are shared confidentially with qualified investors during diligence.
Vector Grove's operating framework supports research, deployment, systematic execution, portfolio monitoring, investor reporting, data integrity, reconciliation, and compliance controls. Automated workflows are paired with human oversight and reviewable audit trails to support disciplined execution as the portfolio and investor base grow.
Sanitized brokerage report, before fees. Account identifiers are removed. Fund terms include a 2% management fee and 20% annual performance fee with high-water mark.
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Investor materials are available to qualified accredited investors upon request.
Qualified prospects may request a confidential introductory call with the investment team to discuss the research program, team background, and offering materials.
The inquiry process is intended for serious investor diligence. Complete allocator context helps us prioritize material requests and confidential team calls. General market commentary, vendor solicitations, and casual research requests may not receive a response.