|
Register
for FREE
ACCESS
to the CTA Database,
Research Reports and In-Depth Qualitative Analysis
click
here |
|
|
Submit your Managed Futures program, update your monthly
performance
click
here
|
|
|
SUMMA CAPITAL MANAGEMENT, LLC
Options Spread Trading Program (OSTP) |
|
- CTA Name : Summa Capital Management, LLC
- Program Name : Options Spread Trading Program (OSTP)
- Start Date : 2006-10-01
| |
|
- Trading Strategy
- Systematic : 90%
- Discretionary : 10%
- Fundamental : -
- Technical : -
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
| |
|
- Trade Duration
- Long-Term : -
- Mid-Term : Yes
- Short-Term : Yes
- Multi-Term : -
| |
|
- Markets Traded
- Stock Index : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
| |
Summa Capital Management, LLC
Options Spread Trading Program (OSTP)
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
The OPTIONS SPREAD TRADING PROGAM's general trading approach can be described as a net option selling strategy known popularly as credit spreads (i.e., put credit spread and/or call credit spread, or in combination known as covered strangles). OSTP believes that markets, in which OSTP intends to speculate, spend a considerable amount of time in definable trading ranges and make significant moves in short periods of time. Through options writing and proprietary position scaling, risk-adjustment mechanisms and money management techniques, OSTP will attempt to capitalize on this technical feature of markets by selling options and profiting from time value decay as most options eventually expire worthless. A key feature of the program is time spreading for potential delta and vega inversions. These inversions produce above average returns and provide a larger degree of risk control.
Return to the S Index Page
Return to the Info Index Page
|
