01
Inefficiency
We start with structure the market has not priced: crowding in volatility, broken correlation, dislocations that persist because they are inconvenient rather than unknown.
Approach
Structural inefficiency, expressed through derivatives.
Kairos Investment Advisors is a New York investment-management firm founded in 2020 by Ramon Verastegui. The work is quantitative and data-driven, with particular emphasis on derivatives, volatility, correlation, and systematic strategies.
It is built around financial engineering — exploiting structural market dislocations — rather than running a conventional long/short equity book or a calendar of obligatory macro views.
Investment philosophy
Structural market inefficiency → quantitative modeling → derivatives implementation → disciplined risk management.
Kairos is a specialist derivatives and volatility manager that seeks to monetize structural dislocations created by the growing ecosystem of institutional and structured-product derivatives flows, using quantitative research and systematic implementation.
02
Modeling
Research is not a commentary desk. We quantify the dislocation — its half-life, its sensitivity, and the conditions under which it disappears.
03
Implementation
The expression is usually a derivative, not a headline trade. Options, correlation, and systematic overlays isolate the inefficiency without renting the rest of the market.
04
Risk
Size follows the window. Limits are written before entry. The book is built to survive the regimes that punish conventional beta.
What we seek
- Structural dislocations created by institutional hedging, issuance, and structured-product flow — volatility and correlation left mis-specified.
- Inefficiencies that survive quantitative research: a half-life, a sensitivity, and a clean expression in derivatives.
- Systematic implementation that isolates the structure rather than renting the rest of the market.
What we refuse
- Conventional long/short equity as the core of the firm.
- Macro as a calendar of obligatory views, or a house line that must always be on.
- Trades that cannot be modeled, and size that ignores the risk written before entry.
If this is the way you already think about capital, we should speak.
Contact the firm