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

Index Trading Program

  • CTA Name : World Capital. Inc.
  • Program Name : Index Trading Program
  • Start Date : 2004-03-01
  • Trading Strategy
  • Systematic : 50%
  • Discretionary : 50%
  • Fundamental : -
  • 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 : -

World Capital. Inc.

Index Trading Program

There is no performance data for this program

World Capitalís Program consists of participating in options of major futures markets. The proprietary strategy consists of what is commonly known as a Credit Spread approach. By using technical analysis an attempt is made to determine volatility for a particular market. The program sells call and put options on the same market in order to receive the premiums for each sold position. Simultaneously, the program includes the purchase of the exact number of call and put options at different strike prices as a protective hedge device in case of adverse market movements. World Capitalís objective is to retain as much of the option premiums received until expiration or until a suitable time, minus the cost of the option purchases, and follow the market until the options sold reaches the expiration date. Daily tracking of the option prices is conducted to determine potential reward versus the amount of risk involved. Not all trades will reach the expiration date. Should profits reach an acceptable level, positions may be liquidated. As with a non-profitable situation, portions can be liquidated to reduce risk and loss of funds. Using proprietary analysis techniques, World Capital attempts to determine future volatility by assessing the markets daily activity. The Program is at risk of the volatility (rapid price fluctuations) and depends largely on the stability of movements in a particular market. Should the particular market become too volatile before or during entry, daily notice by the proprietary technique is expected to alert to a disadvantage situation to World Capitalís Program. The advisor reserves the right to select market entry and exit points. World Capital will generally use approximately 50% of available funds in a clientís account (Nominal or Total Funds under Management) for a particular months trading. The purpose of this is to distribute risk over a two (or more) month period with 50% of the available funds in one month and 50% of funds in the coming month. Another reason is to take advantage of option premium prices (if any) from months that may show an increased return on capital.

Return to the W Index Page

Return to the Info Index Page

Copyright 2004-2008 | Managed Account Research Inc. - All rights reserved
No part of this website may be copied or reproduced except for personal use without obtaining prior written permission from Managed Account Research, Inc.

Home | About Us | Services | Research | Investments | Resources | Risk & Policies | Login | Contact Us