methodology - volatility strategies

The Proteom Volatility Arbitrage strategies are based on proprietary econometric models (licensed from Investment Analytics) that produce forecasts of future volatility of exceptional accuracy.  One measure of the ability of the models, direction prediction accuracy, shows that, on average, the models enable the correct timing of the volatility market approximately 75% of the time.  Proteom uses proprietary quantitative models to generate trades with theoretical edge in indices for global equity markets.  The Class E, F, G & H Series Funds use a new class of high frequency econometric models that produce highly accurate short term volatility forecasts and use fractional co-integration analysis to model the multivariate behavior of index volatility processes.