|
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
|
|
|
ZEPHYR ASSET MANAGEMENT
Moderate |
|
- CTA Name : Zephyr Asset Management
- Program Name : Moderate
- Start Date : 2003-09-01
| |
|
- Trading Strategy
- Systematic : 0%
- Discretionary : 100%
- Fundamental : Yes
- Technical : Yes
- 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 : -
| |
Zephyr Asset Management
Moderate
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
It is the intention of Zephyr Asset Management, LLC to write mainly “out-of-the-money” puts and calls, which means that it will write puts which have strike prices below the current price of the index, and write calls which have strike prices above the current price of the index. Thus, if the index remains near its current price until the options expire, both the puts and the calls will be profitable. If the index moves up above the strike price of the calls, the calls may be unprofitable. If the index moves down the below the strike price of the puts, the puts may be unprofitable.
Zephyr Asset Management, LLC, at times will also purchase options which are further out of the money than the ones which it has written.
Return to the Z Index Page
Return to the Info Index Page
|
