AI-driven volatility management
We build a generative model of volatility surface dynamics — to trade the mispricings it finds across US and Hong Kong options markets.
Why options markets stay inefficient
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01
Structural volatility
A multi-polar world produces persistent, not cyclical, volatility across global markets.
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02
Underexploited markets
US equity options are the world's largest and most liquid. Hong Kong is fast-growing, increasingly institutional, and still visibly inefficient.
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03
Uncorrelated by construction
Volatility returns arrive precisely when traditional assets struggle.
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04
A moat made of complexity
Physical and financial volatility arbitrage stays largely undiscovered because modeling and execution are genuinely hard.
Market conditions favor systematic volatility strategies.
A world model for volatility
Curve and surface dynamics are typically modeled with simplifying assumptions. Our focus is where those assumptions and observed market behaviour begin to diverge.
Generative surface dynamics
Generative models and stochastic control for volatility surface dynamics. Multimodal inputs, non-linear scenario generation.
Asymmetric reactions
Systematic detection of mispriced options driven by asymmetric market reactions — under- and over-responses to risk events.
Agentic execution
Long undervalued IV, short overvalued IV, in combination. Fully autonomous agentic backtesting and execution.
Analytics and trading engine
One engine behind both the fund and the platform — modeling, scenario generation, execution and risk management in a single loop.
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Spillover detection
Cross-market volatility spillovers, surfaced systematically.
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Scenario generation
Implied volatility scenarios across the full surface.
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Hedging opportunities
Options-based hedge identification against existing holdings.
Schematic — model view, not live data.
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Two-market coverage
US and Hong Kong listed options.
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Optimization & execution
Portfolio optimization with smart order execution.
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Integrated risk
Real-time risk management across the book.
Schematic — execution view, not live data.
Two ways to engage
Markq Alpha Fund
Direct management of institutional capital under full regulatory compliance. Volatility arbitrage and portfolio tail hedging.
For insurance companies, funds of funds, family offices and allocators.
The fund is in formation — register interest to be contacted ahead of launch.
Register interest →Markq Platform — Model as a Service
API access to the volatility engine for traders and institutions. Agentic portfolio optimization, market-making and hedging strategies.
Request platform access →Why institutions need volatility exposure
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Structural tail hedge
A standing hedge against tail risk events, not a tactical overlay.
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Profits when portfolios suffer
Volatility products pay out precisely when the rest of the book is under pressure.
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Genuinely uncorrelated under stress
Market-neutral positioning with continuous two-sided exposure.
A multi-polar world generates structural volatility — persistent, not cyclical. The 1940s volatility regime lasted over a decade.
Institutional enquiries
- General
- enquiries@markq.ai
- Entity
- Markq Alpha Limited
- Jurisdiction
- United Arab Emirates