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Indices Trading Program

  • CTA Name : BC Capital Management
  • Program Name : Indices Trading Program
  • Start Date : 1999-03-01
  • Trading Strategy
  • Systematic : 90%
  • Discretionary : 10%
  • Fundamental : Yes
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

BC Capital Management

Indices Trading Program

There is no performance data for this program

Philosophy: Rather than trying to predict the timing and direction of market moves, BC Capital’s strategy attempts to determine where the market is least likely to move over a given period of time. The objective is to provide for a steady income stream by collecting option premium on a regular basis. This approach can be profitable in both trending and non-trending markets. Program: Specifically, BC Capital sells deep-discount vertical put option spreads on the S&P 500. A “credit” put spread is comprised of the sale of one put and the simultaneous purchase of another put, in the same calendar month but at a lower strike price. Extensive statistical analysis combined with proprietary option valuation models are applied to determine strike prices and expiration months. The timing of the option spread sales and the quantity of spreads to sell are based on specific technical and fundamental considerations.

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