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INNOVATIVE CAPITAL MANAGEMENT, LLC
Call Premium Program |
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- CTA Name : Innovative Capital Management, LLC
- Program Name : Call Premium Program
- Start Date : 2007-01-01
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- Trading Strategy
- Systematic : 90%
- Discretionary : 10%
- Fundamental : -
- Technical : -
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : Yes
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Innovative Capital Management, LLC
Call Premium Program
There is no performance data for this program
Innovative's investment strategy is comprised of a series of mathematical formulae, which quantitatively analyzes market opportunities using a multi-filter model. The strategy identifies optimal entry and exit points for trades to exploit high-probability profit opportunities in the market.
Innovative's trading program structures spread positions. Through a spread (long & short) option strategy, we quantify the potential risk and reward associated with each trade before it is initiated. These positions have an 8-10 week duration are designed to be market neutral (no directional opinion is forcast). The positions also maintain a positive theta, or time decay, meaning the passage of time works significantly in the investor's favor.
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