UTM Option Strategies
www.utmlab.com.sgUTM Option Strategies is a quantitative, algorithm driven open-ended fund focused on the US options markets. It accepts the stochastic (random) nature of price returns and overlays quantitative principles on this to develop confidence bands for price movements. The options markets are then used to develop trading strategies which make use of these confidence bands. The Fund maintains long/short option combo positions on major equity indexes, and strives to generate regular monthly returns before periodically cashing in at the end of every investment cycle. The strategy has a low correlation with the equity markets (S&P 500) and hence provides a good diversification option for most investors who are generally long equities. UTM OS is sponsored and managed by an experienced team who have had careers in Quantitative Research, Macro Trading, Leveraged Finance and Private Equity at several reputed international investment banks. They also bring a strong academic focus with one of the partners being the academic director of the Master of Science in Quantitative Finance program at the Singapore Management University.
Read moreUTM Option Strategies is a quantitative, algorithm driven open-ended fund focused on the US options markets. It accepts the stochastic (random) nature of price returns and overlays quantitative principles on this to develop confidence bands for price movements. The options markets are then used to develop trading strategies which make use of these confidence bands. The Fund maintains long/short option combo positions on major equity indexes, and strives to generate regular monthly returns before periodically cashing in at the end of every investment cycle. The strategy has a low correlation with the equity markets (S&P 500) and hence provides a good diversification option for most investors who are generally long equities. UTM OS is sponsored and managed by an experienced team who have had careers in Quantitative Research, Macro Trading, Leveraged Finance and Private Equity at several reputed international investment banks. They also bring a strong academic focus with one of the partners being the academic director of the Master of Science in Quantitative Finance program at the Singapore Management University.
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Singapore
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1-10
Founded
2020
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