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FINANCIAL COMMODITY INVESTMENTS (FCI)
Option Selling Strategy |
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- CTA Name : Financial Commodity Investments (FCI)
- Program Name : Option Selling Strategy
- Start Date : 2004-08-20
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- Trading Strategy
- Systematic : 0%
- Discretionary : 100%
- Fundamental : Yes
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : Yes
- Short-Term : Yes
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : -
- Currencies : -
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Financial Commodity Investments (FCI)
Option Selling Strategy
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
FCI utilizes a market neutral trading strategy that does not attempt to forecast market direction. FCI utilizes options on futures to initiate market neutral positions by simultaneously writing (selling) OTM call and put options, followed by appropriate adjustments based on movement of the underlying futures contract. Profits are derived when the price of the options that have been written (sold) declines such that the options can be purchased for amounts less than the price at which those options were initially sold. Profits also are realized when options expire worthless, providing full profit on the option premium sold (after commission and other fees). FCI's primary trading philosophy is for profits to be made when the value of options are reduced as a function of time, rather than a function of market direction.
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