The Hyperion Fund is an actively traded absolute return fund utilizing S&P 500 options and futures. The fund’s objective, through its four strategies, is to produce repeatable and clearly
defined returns regardless of market direction. We weight each strategy to achieve a desired negative correlation to major indices as well as the systems being traded. Through analyzing
this data and experience in various market cycles, we have developed an understanding of where each strategy will struggle and where it will outperform. The need then is to have a
strategy that will outperform to a higher ratio than the other will struggle and to weight the two
to give the fund the highest chance of a consistently profitable trade. Although there is always a risk of loss, we believe completely that we have created a portfolio of strategies that will achieve our objective and add diversification and value to an investor’s portfolio.
The program currently trades
- 45% Directional Spread Strategy
- 35% Tactical Strategy
- 15% Risk Sigma Strategy
- 5% Volatility Capture Strategy
Portfolio Managers
Jiangtao Du - Directional Spread Strategy. Mr. Du began his career as a Portfolio Manager in 1998 at JPMorgan Chase after completing his Statistics PhD studies at Harvard University and the University of Science and Technology of China with a B.S. in Computer Science. After leaving JPM in 2006 Mr. Du went on to spend the next 7 years as a portfolio manager and analyst, with firms - Deutsche Bank, Capula Investment Management, and TD Securities.
Scott C. Kimple - Tactical Strategy. Mr. Kimple received a BBA in Finance from Southern Methodist University and an MBA, with emphasis in Finance and Derivative Securities from Southern Methodist University’s Cox School of Business. Mr. Kimple holds the Series 3, 7 and 63 licenses, and has researched, tested and honed the options-based trading strategy that he's used since 1997.
Scot Billington - Volatility Capture Strategy. Mr. Billington worked as an assistant trader for Bradford & Company, a Futures Commission Merchant (FCM) and division of J. C. Bradford from July 1993 until May 1999 when he began forming CCM. Mr. Billington was a member of the Chicago Board Options Exchange and a Market Maker at Ronin Capital in OEX 100 Index options until January 4, 2005.
Tim Lu - Risk Sigma Strategy. Dr. Lu completed his Engineering PHD studies at the University of Illinois Urbana-Champaign, and has been a licensed Professional Engineer in the State of California since September 1993, an independent consultant since January 2000. For the past 20 years, Dr. Lu has applied his engineering expertise to studying fluctuations in the stock markets and its effects on financial markets.