twitter facebook linkedin

Diamond Capital Mgt – Enhanced S&P Program

Trading Strategy: Trend / Option Writing / Indexes

The trend following portion of the program may utilize short-term, medium-term or long-term positions. The program may trade both the long and short sides of the market. In its evaluation of the markets, DCM employs systematic technical trend-following strategy utilizing various levels of money management techniques. The principal objective is to profit from sustained futures price trends. The enhancement from the option trading for this program is based primarily on writing out-of-the-money call and put options with the expectation that the options will either be bought back at a lower price or expire. In an effort to control risk, based on a proprietary risk control system developed by Mr. Hu, the trader will roll out of positions either vertically (to a further month) or diagonally (further out-of-the-money), as determined by current market conditions.

Investment Information

Program Start Date Oct-2009
Percent Discretionary 10%
Percent Systematic 90%
Minimum Investment 150,000
Management Fee 2.00%
Incentive Fee 20.00%
Margin 10-35%
Round Turns per Million 500
Currency US Dollar
NFA No: #0323917