23 Matches for Robert Charles from San Diego, California, USA

Robert Charles

San Diego, CA

Also known as: rlteel

Our CTA trading models are market neutral volatility arbitrage futures options and futures programs (we use the same models to trade our proprietary accounts only with significantly higher target returns and annual MAR and margin to equity ratios). In essence, this means we are using a host of quantitative and statistical models in a proprietary fashion to buy options when the statistical volatility is overpriced based on historical spreads between Implied volatility and statistical volatility (and thus the long options would be underpriced based on their implied volatility) and sell options when the implied volatility is overpriced, again on the basis of the historical spread between the two (i.e., selling overpriced options). We used diagonal, vertical, calendar, butterfly, condor, christmas tree, and other option spread combinations and occasionally utilize futures to remain delta neutral. Our target returns are from 15 percent for a $100,000 account minimum to 30 percent for a $50,000 account minimum, both after fees and costs. We target an annual equity to draw down ratio of over 5 to 1 with a target margin to equity ratio of less than 30 percent. Our risk reward models are designed to produce the highest acceptable annualized return on margin with the lowest acceptable risk. Discretionary Strategy $50,000 Minimum 2.0% Management Fee 20% Incentive Fee $1M+ under mgmt. 30% Margin/Equity Ratio QEP Only Market Neutral Volatility Arbitrage App. Pos. Holding Time: 1-6 Wks. App. Margin to Equity Ratio: 30% Accepts Notional Funding: Yes Annual Fee: 2% Incentive Fee: 20% Annual Perf. Objective: 30% Minimum Investment: $50,000 Ann. Drawdown Ratio Objective: <5 Ann. Drawdown Objective: >6% Specialties Volatility Arbitrage in the Currency, Stock Index, Bond, Metals, and Energy Markets as well as Private Equity, Real Estate, Environmental Markets, Corporate and Finance Law and Business Litigation

  • #University Of Southern California


Robert C. Charles Age 65

Moss Beach, CA | San Francisco, CA | South San Franc..., CA

Robert Charles lives in Moss Beach, California. He has also lived in San Francisco, California and South San Francisco, California.


Robert Charles Age 59

San Diego, CA | Chicago, IL

Robert Charles lives in San Diego, California, but has also spent time in Chicago, Illinois. He is an alumnus of the Mendel Catholic Prep High School.

  • #Mendel Catholic Prep High School


Robert Charles Age 28

San Diego, CA

Robert Charles lives in San Diego, California. Robert went to school at the Curie Metropolitan High School and Robert works as an Artist. Rap, Soul and Vanilla Sky are some of Robert's favorite bands. Day Break is one of Robert's favorite TV shows. Among Robert's favorite films are Night Of The Living Dead and Invasion Of The Body Snatchers.

  • #Milwaukee Institute Of Art Design


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