Commodity Trading Advisors
| COMMODITY TRADING ADVISOR | Oxeye |
| TRADING PROGRAM | FTSE Futures and Options |
| MINIMUM ACCOUNT | £100,000 gbp |
TRADING STRATEGY
The Strategy is designed to sell volatility using a combination of options and futures contracts on the FTSE 100 Index. The aims are two fold: To take advantage of range trading on the index by writing out-of –the-money Call and Put spreads. To take advantage of trending markets by using futures or options to trade extreme moves. At all times the Strategy employs a strict risk management profile. The Strategy may employ leverage up to a maximum Gross Market exposure of 15 times and a maximum Net Market exposure of 5 times the Net Asset Value of the account. Active strategies control risk by constantly monitoring the delta and net gearing ratio of the portfolio. In this way large moves in the underlying index will not affect the portfolio as severely as the gross exposure might suggest.
TRADING STYLE: 50% option writing market neutral / 50% futures – trend following / indices
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