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DIAMOND CAPITAL MANAGEMENT, LLC
Option Trading Program |
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- CTA Name : Diamond Capital Management, LLC
- Program Name : Option Trading Program
- Start Date : 2001-03-01
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- Trading Strategy
- Systematic : 30%
- Discretionary : 70%
- Fundamental : Yes
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : -
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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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Diamond Capital Management, LLC
Option Trading Program
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
Program Description: Diamond Capital Management uses an approach to trading in that relies heavily on selling or "writing" options on stock index futures. The implementation of this trade program depends on both technical and fundamental analysis. The trading program involves a strategy utilizing an average of two to six week trade durations within given price range levels while relying on charting techniques to identify trading ranges of one month to one-year durations. Support and resistance levels for various time durations are also evaluated. It is the intention of Diamond to write mainly "out-of-the-money" puts and calls while seeking to sell into volatility. This trading program is not dependent on market moves and is therefore suited to all types of market conditions. The trading strategies have pre-defined profit goals and risk exposure. Stop loss measures are utilized and market conditions are monitored for liquidity, range of movement and implied volatility measured against historical volatility
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