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
Also known as: rcha38
Robert Charles lives in San Francisco, California. He works as an Owner.
Search their Arrest Records, Driving Records, Contact Information, Photos and More...
Search address history, phone, age and more.
Are PeekYou social results accurate?
PeekYou is a free people-focused search engine that uncovers information typically buried by other search engines. Its clean and user-friendly format makes it easy to navigate. The platform offers accurate data and conveniently links to an individual's social media profiles and other public websites with which they are associated.