Principal(s): Dennis Rivera
Strategy: S-Term Algorithmic / Short Volatiity Option
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Investment Restrictions: 4.7 Exempt - QEPs Only++
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The ART strategy is designed to deliver high absolute return on investment by combining two proven tools for accessing alpha. These are a: short-term, systematic momentum strategy, and a dynamically hedged, option selling strategy. Each component profits from a well-known human behavioral bias. Short-term momentum benefits from the herding effect where people will often trade in the same direction, especially during market selloffs. Similarly, 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. By having them run simultaneously, we can help investors achieve relatively smooth monthly returns with low correlation to underlying equity or CTA indices. Risk is further managed on the options side via multiple lines of defense, including dynamic delta hedging as well as long gamma / long vega hedging protocols which cap the maximum loss. To increase returns, our team have spent over 14 years conducting proprietary research into short term trends in futures markets, which has yielded actionable insights as well as big datasets which we use to train our models.
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Advanced Alpha Advisers, LLC ("Advanced Alpha") is registered as a Commodity Trading Advisor with the Commodity Futures Trading Commission and is a Member of the National Futures Association. The firm was created to advise and invest in uniquely specialized alternative strategies in managed futures for our family office and QEP investors.
Advanced Alpha aims to offer its client-investors access to our blended portfolio of quality sourced emerging managers that can meet the client's needs for wealth creation and preservation objectives.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | -7.95% | 6.44% | 2.56% | -18.00% | -17.6% | -18% | ||||||||
2024 | -0.03% | 6.08% | 12.80% | 1.45% | -6.29% | 3.95% | 13.43% | 12.47% | -7.18% | 7.88% | 1.92% | 14.21% | 75.79% | -7.18% |
2023 | 0.00% | -10.79% | 34.64% | 9.15% | 1.22% | -8.12% | 13.98% | 38.97% | -10.79% |
Years | 2023 | 2024 | 2025 YTD |
---|---|---|---|
ROR | 38.97% | 75.79% | -17.60% |
Max DD | -10.79% | -7.18% | -18.00% |
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.