I was wondering if there was any hedge fund basing its activity mainly on options. In positive case, is there any info available on the type of strategy employed?
I believe Caissa Capital was doing it mainly with option before they were shut down. They were mostly doing volatility arbitrage. ie play with the gap between imp vol and realized vol.
There ya go... you might need to create a profile to access the details. http://www.barclayhedge.com/research/rankings/hf/options_strategies.html Anyway great info available, you can make very specific searches