Advanced Alpha Advisers, LLC

Overview

The ART strategy looks to deliver high absolute return by combining two proven tools for accessing alpha. These include a short-term, systematic momentum strategy and a dynamically hedged, option selling strategy. Short-term momentum benefits from the herding effect where people will often trade in the same direction, especially during market selloffs. The option selling strategy benefits from a tendency to overestimate risk, leading to certain options being generally overpriced. The advantage of combining these components is that one profits when markets are moving while the other profits when markets are stable, potentially smoothing out monthly returns.

Program Details