Overfitting (1 Viewer)

marofib

Forumer storico
LJMAX LJM Preservation and Growth A Fund Price | Morningstar


ora chiuso , altro caso dopo quello di credit suisse


The investment seeks capital appreciation and capital preservation with low correlation to the broader U.S. equity market. The Fund attempts to profit, primarily, from the volatility premium—the spread between implied volatility (investors' forecast of market volatility reflected in options pricing) and realized (actual) volatility. The Fund aims to capture this premium by writing (selling) call and put options on S&P 500 Index futures. The Fund's investment management team will also buy options to help mitigate the impact of sudden price moves and potentially add incremental return.

Investment Philosophy LJM aims to provide opportunities for individual clients and institutions to improve risk-adjusted returns through exposure to well-managed alternative strategies. Our short volatility strategies emphasize proper risk managment and seek to provide positive returns with low correlation to the broader U.S. equity markets over the long term. Our strategy is designed to seek profit in periods of varying volatility and market positioning, and especially in markets that are flat or eroding. Our investment management team believes that while every investor is different, our strategy creates a risk-return profile that can appeal to varied levels of desired risk.


About LJM Funds Management, Ltd. LJM Funds Management ("LJM") was founded in 2012 as an affiliate of LJM Partners, an investment management firm that has been managing alternative investment strategies since 1998. The senior-level portfolio and risk managment team has more than 50 years combined experience managing volatility strategies through an array of market conditions, including 2008. LJM's goal is to allow investors to take advantage of the team's skills with the ease and advantages of investing through an open-end mutual fund, the LJM Preservation & Growth Fund



https://products.ljmfunds.com/sites/default/files/downloads/ljm_funds_fact_sheet_q4_2017_retail.pdf


serve quasi il microscopio per notare la correzione e sono riusciti a saltare...manco li cani

Immagine.gif
 
Ultima modifica:
Sto rileggendo, molto ordinatamente e con molta pazienza, il thread, dall'inizio. Sono a pagina 171 :D
Mi sta aiutando molto (cerco di creare sistemi di trading sul ForEx, con una sbirciatina ad altri mercati).
Grazie GiuliaP!
E grazie a tutti i trader che hanno contribuito!
 
Ultima modifica:

Cren

Forumer storico
Sto rileggendo, molto ordinatamente e con molta pazienza, il thread, dall'inizio. Sono a pagina 171 :D
Mi sta aiutando molto (cerco di creare sistemi di trading sul ForEx, con una sbirciatina ad altri mercati).
Grazie GiuliaP!
Cerca direttamente «pentalogo» se non ti interessano le opzioni.
 

Users who are viewing this thread

Alto