The Hercules Systematic Volatility Strategies are designed for investors seeking aggressive growth. The strategies seek to generate alpha with a market-neutral investment approach. The excess returns generated, have low correlations to broad markets as well as traditional and other alternative asset classes. The strategies are implemented by systematically trading in options on US Equity Indices frequently, over very short time horizons, in a direction-agnostic manner. Trading strategies focus on Trend Reversal, Premium Collection, Volatility Mean Reversion and Event Sigma. They are based on backtested, market data based models and a rules-based investment process.