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Stock Index Premium Collection

  • CTA Name : Alpha Asset Management
  • Program Name : Stock Index Premium Collection
  • Start Date : 2005-07-01
  • Trading Strategy
  • Systematic : 50%
  • Discretionary : 50%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Alpha Asset Management

Stock Index Premium Collection


PLEASE NOTE: PERFORMANCE FROM 7/2005 TO 6/2007 ARE FROM ADVISOR'S PROPRIETARY ACCOUNT AND ARE NET OF FEES ACTUALLY PAID. Our program is based essentially on selling options on S&P-500 futures contract. Options are sold with an appropriate strike out of the money so that at expiration they are still out of the money and premium totally collected.The Advisor will generally seek to sell options after large momentum days that have high volatility and broad price ranges.These types of trading days tend to create imbalance in the pricing of the options and allow for abnormal option premium to be captured at the time of the option sale.Another strategy consists of selling both put and call options (short strangles) out of the money, to obtain profit if at expiration both options expire out of the money. These methodologies can be carried out both contemporarily and singularly.The choice of the strike, an appropriate money management and a disciplined approach allow this method to obtain good profit with minimum drawdown.

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