Our Strategies

Harvest seeks to deliver volatility management solutions with low fees while providing liquidity, transparency, and excellent client communication.

Overlays

Strategy Contact Summary
Collateral Yield Enhancement
Strategy (CYES)
Rick Selvala | Allan Kennedy | Andrew Payne • Non-directional exposure expressed by selling index call and put spreads • Defined maximum loss potential and conservative position risk • Targeting additional yield without increasing or impacting existing portfolio investments
Put Writing Strategy (PWS) Ken Kwalik | Tim Knowles • Positive market bias appeals to investors underweight equity or overweight fixed-income • Sells index put options struck below-current levels, exploiting supply-demand imbalances • Lower risk alternative to traditional long equity allocation
Call Writing Strategy (CWS) Tim Knowles | Ken Kwalik • Seeks improved risk-return on existing equity exposure by selling negatively correlated calls • Equity exposure can include managed/passive allocations (portfolio, index, etf or single-stock) • Facilitates target exit or reduction from concentrated/core equity positions

Investments

Strategy Contact Summary
Volatility Alpha Fund (VAF) 1 Rick Selvala | Allan Kennedy | Andrew Payne • Liquid alternative hedge fund; targeting annual return of T-Bills +6-12% with less volatility than S&P500 • Non-directional market view, defined maximum loss potential and conservative position risk • Seeks equity-like returns with fixed income-like risk over the long run
Purchasing Power Protection (PPP) Josh Silva | Dennis Davitt | Mort Fearey • Real asset strategy that uses liquid, long only, non-levered instruments • Tactical rotation between asset classes based on implied volatility, price and growth factors • Seeks to outperform (deliver) Consumer Price Index in inflationary (deflationary) environments
Long / Short Replacement (LSR) 2 Dennis Davitt | Josh Silva | Mort Fearey • Seeks to outperform long/short offerings over time with lower fees and greater liquidity • Seeks to deliver long-run equity returns with less risk and lower volatility • Tactically-adjusted equity exposure based on proprietary volatility signals
Enhanced Equity Strategy (EES) 2 Rick Selvala | Allan Kennedy | Andrew Payne • Seeks to outperform traditional long equity and enhanced-upside structured solutions • Exploits index option supply-demand imbalances in a capital efficient manner • Positional risk limited by selling put option spreads; defined cash outlay on long call options
1 This is not an offer of securities.
2 Also available as an overlay.

Our Team

Harvest Volatility Management is one of the world's leading derivative asset management firms with an established team of veteran volatility professionals who have decades of experience advising, structuring and managing option related strategies.

Our Partners

Contact Us

Our offices are located in Midtown Manhattan in the GrayBar Building.