Buckingham Global Advisors, LLC

Overview

1) Buckingham's Strategic E-mini Program (SEP) is a commodity option strategy employing an absolute return investment approach. The Strategy primarily writes (sells) a series of out-of-the-money (OTM) call and put options on S&P 500 E-mini futures, 2) SEP focuses on short-duration derivatives - the option expires within 30 days, because the time decay is the greatest in those final days. It does this primarily by identifying the option strikes with the best risk/reward ratio according to our proprietary Quant model, 3) SEP adopts the risk management mechanism both in position and portfolio level (same as WEP, hedging based on daily P/L), 4) SEP aims for Sharpe Ratio +2.5 long term (5+ years) considering tail risk due to the economic cycles.

Program Details