Great funds aren’t built in theory — they emerge from experience, necessity, and the urge to do better.
“Wall Street fears volatility. We invoice it”
Launch
2025
Our quant thesis fund provides our limited partners with exposure to asymmetric opportunities across volatility, derivatives, and next-generation market structures, sigma strategies and T+0 hedges—designed to capture edge in non-linear market environments.
Request an Invitation to Join as a Limited Partner
Ambar Heights Capital – We seek visionary partners who understand that generating outsized returns demands a bold, unconventional investment mindset.
Fund Overview
Ambar Kronos LP provides access to thesis-driven structures engineered to perform under stress and scale with vision — crafted for complexity, designed for performance.
Smart Exposure
We concentrate our capital on a select number of high-conviction ideas, while ensuring a thoughtful spread across uncorrelated assets and markets. This approach balances the power of focus with the benefits of diversification to manage risk and maximize returns.
Dynamic Flexibility
Traditional hedge funds stick to rigid “style boxes,” limiting their ability to capture true alpha and often leading to underperformance. We actively adapt our strategy to evolving market conditions, unlocking new opportunities and aiming for superior returns while managing risk with precision.
Strategic Management
We actively manage the portfolio to capture opportunities while using tactical hedging strategies designed to protect against extreme market events. Our proprietary, zero-cost hedge helps safeguard the fund from rare Black Swan risks without sacrificing upside potential.
Meet our Managing Partner
Founder
Roger Ambar
Roger Ambar brings over a decade of experience in trading, strategy development, and derivatives execution. His focus on edge, discipline, and long-term vision fuels Ambar Kronos LP — a fund built not just to perform, but to last.
Total Fund Raised.
Ambar Kronos LP is in its incubator phase, powered by internal capital and a long-term vision. We are laying the foundation with a strategic, thesis-driven approach — focused on building resilient structures before scaling externally. Every decision at this stage is made with clarity, discipline, and alignment with our core objective: capturing asymmetric edge in volatility and advancing capital efficiency through derivatives.
Total Funds Raised:
Currently in seed phase with internal GP capital committed.
AUM Target 2025:
Our initial allocation round is open exclusively to accredited investors..
AUM Target 2026:
Backed by audited track record and institutional-grade infrastructure.
AUM Target 2030:
Built to scale volatility-driven strategies and reshape how institutional capital accesses derivatives and non-linear market exposure.
Redefining What a Hedge Fund Can Be
AMBAR KRONOS LP
is a volatility-driven quantitative fund focused on options-based strategies. We engineer proprietary combo structures designed to make the Greeks work for us—capturing premium decay, hedging convexity, and dynamically adjusting to volatility regimes.
Our core edge lies in harnessing Theta. Theta measures the rate at which an option’s value decays over time. For long options, Theta is negative—time erodes value. For short options, Theta is positive—time decay becomes profit.
At Ambar Kronos, we structure trades that let time work in our favor while managing Delta, Vega, and Gamma with precision.
