Alpha Asset Management studies the behaviour of financial markets and researches systems to obtain performance over the average in financial markets using several strategies aimed to get the best risk adjusted return.

Our program is based essentially on selling options either on S&P-500 futures contract or in some case in seasonal markets, such as Corn , Soybeans or Crude-oil; options have been observed analyzing 15 years of data, so to include all possible phases of the market bull, bear and sideways. Options are sold with an appropriate strike out of the money so that at expiration they are still out of the money and premium totally collected.

The Advisor will generally seek to sell options after large momentum days that have high volatility and broad price ranges.These types of trading days tend to create imbalance in the pricing of the options and allow for abnormal option premium to be captured at the time of the option sale.
Another strategy consists of selling both put and call options (short strangles) out of the money, to obtain profit if at expiration both options expire out of the money. The Advisor can carry out these methodologies both contemporarily and singularly.

The choice of the strike, an appropriate money management and a disciplined approach allow this method to obtain good profit with minimum drawdown.

Our risk control is given by a constant application of a percentage of risk per trade, by stop loss intended as options premiums from which to get out of positions or roll them into other options even more out of the money, from a choice of the strike, so to operate with a reasonable quiteness. In some cases options are closed, in others are mantained until expiration.

With our method we obtain profit both in bull and bear markets, and also in sideways markets; our aim is to get a constant performance in terms of time with a low standard deviation.

Among the the reason why we work with Stock index options we can say that Stock indexes tend not to be as volatile as individual stocks. And options on the stock indexes such as the S&P 500 are very liquid, allowing for less slippage in pricing. Using stock index options, and option writing, investors can possibly generate monthly income, as well as help offset losses in their stock portfolio. These strategies can be used for risk management, and be tailored to fit a bullish, bearish, or neutral market outlook.

Past performance is not indicative of future results.

Investing in futures and options presents a high grade of risk, therefore the investor is aware that he could potentially lose more than initial investment.