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A.I.M. Traded Options

  • CTA Name : Arcanum Investment Management
  • Program Name : A.I.M. Traded Options
  • Start Date : 1997-10-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • Fundamental : -
  • Technical : -
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Arcanum Investment Management

A.I.M. Traded Options

There is no performance data for this program

Program Description: "The Arcanum Index Option Programme" has evolved after five years of research and development of various option trading strategies. The programme uses a totally systematic approach to trading that involves buying or selling short dated covered options on the FTSE 100 Index. and is based on extensive probability tables and other pre-determined proprietary indicators. The indicators determine the levels at which the options are to be traded and whether they are to be bought or sold. The strategy is non-directional, which means it can be profitable in markets that are going up, down or sideways, providing the parameters determined during trade construction are satisfied. The strategy only involves having open positions for 11 days in each month. At the beginning of the month the trade is constructed using strict risk control criteria and the following inputs: - option volatilities and recent market moves - assessment of probability tables - evaluation of proprietary indicators Once executed the trade is closely monitored until option expiry. The current strategy using the additional proprietary and volatility indicators was introduced and has been operating since November 2002. Whilst the normal trade is to sell options, on occasions, the indicators will signal a possible unusual market move and in this case options will be bought rather than sold. This enables stricter risk control in highly volatile periods whilst offering high profit potential if a big move does occur. The introduction of these additional indicators is a considerable enhancement to our previous strategy first introduced in October 1997. Investors can join the programme via an offshore fund or as a managed account.'

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