Dzaner & Co

Established in Q4 of 2011, Dzaner & Co (Dzaner) is a Delaware-based alternative investment hedge fund manager with an exclusive focus on the VIX (VIX is a key measure of near-term volatility conveyed by S&P 500). It uses complex quantitative models and algorithms, market neutral and proprietary strategies to take advantage of observable, long-term, tradable, and structural pricing anomalies in the VIX complex of products, including futures, options, and ETFs and ETNs. Dzaner does not short volatility but is structured to take advantage of the evident inefficiencies, aiming to produce gains in both low and extremely-high volatility environments. The firm's internal risk management process focuses exclusively on the essence of structural pricing anomalies, using complex quantitative models and algorithms, proprietary and time-tested mathematical and statistical tools and formulas, as well as probability models, in relation to the VIX and its mean-reversion, having strategically calculated ratios of long/short products for any VIX level.