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PTP MANAGEMENT COMPANY, LLC
Parrot Trading Partners-MAP |
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- CTA Name : PTP Management Company, LLC
- Program Name : Parrot Trading Partners-MAP
- Start Date : 2004-04-13
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- Trading Strategy
- Systematic : 50%
- Discretionary : 50%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : Yes
- 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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PTP Management Company, LLC
Parrot Trading Partners-MAP
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
The strategy employed by PTP allows it to take advantage of certain market inefficiencies in the pricing of options as well as the natural tendency of options to dissipate in value over time. We identify a range of market activity and establish short option positions to be profitable in the ensuing 2-3 week period. We hedge these short positions with long option positions in the deferred months to mitigate our risk. This strategy most importantly does not correlate to the S & P 500 or other more typical equity indices.
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