Portfolio Composition
The strategy is implemented through systematic positioning in equity index options with short remaining maturities. This approach allows for efficient capture of time decay (theta) while focusing on attractive option premiums at the front end of the volatility curve.
Company Description
EMCORE is an asset manager specializing in liquid alternative investment strategies. We offer investors access to first-class investment solutions and expand upon traditional asset management by employing quantitative methods to achieve optimized risk-adjusted returns.
USPs
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Active Overlay Solution
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Convertible Bonds
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Dynamic Portfolio Hedging
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Currency Option Portfolio