I manage delta-neutral, market-neutral strategies at Zentra Capital, deploying capital across SPX options and /ES futures with a singular focus: generating consistent, risk-adjusted returns regardless of market direction.
This site is where I publish free research that connects the world's biggest non-finance events to the market moves that matter. Every thesis is informed by real capital deployment and over fourteen years in derivatives markets.
My journey in financial markets began in 2011, trading SPX options and futures as a proprietary trader. Over the following decade, I developed a deep specialisation in volatility-based strategies, learning to extract returns from the structure of options markets rather than betting on direction.
That experience led to the founding of Zentra Capital, an alternative investment fund that applies institutional-grade systematic risk management to delta-neutral portfolios. We operate under ASIC regulation through Yellow Fin Asset Management, providing investors with the oversight and transparency they expect.
But I believe the best investment insights don't come from staring at charts. They come from understanding the world. Geopolitics, regulation, technology shifts, cultural inflection points. These are the leading indicators most analysts miss because they're only watching price action.
That conviction is why I built this site. Every research piece starts with a real-world event and traces its path to portfolio impact. It's free, it's public, and it's backed by the same thinking I apply to real capital.
Deep specialisation in SPX options, /ES futures, and volatility products. Constructing strategies that profit from time decay, skew, and term structure, not market direction.
Portfolio construction that neutralises directional market risk. Designed to generate returns in any market environment through volatility capture and relative mispricings.
Event-driven analysis connecting geopolitics, regulation, and technology shifts to actionable market opportunities. Identifying the second and third-order effects others miss.
Every position is structured with defined risk parameters and systematic hedging protocols. Capital preservation isn't a goal; it's embedded in the strategy design.
From execution to reporting, maintaining the operational standards institutional allocators expect: robust compliance, transparent attribution, and professional-grade analytics.
Understanding how markets actually work at the structural level: order flow, liquidity dynamics, and the mechanics that drive short-term price dislocations.
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