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Managed Futures
Advanced Alpha Advisers Adjusted Risk Technology Program Investor Presentation
August 2024 - Managed Futures
Advanced Alpha Advisers' strategy is comprised of two components; ART, a short-term (average 2 day), algorithmic, trend following futures trading model, plus, a short volatility option strategy which sells options in order to earn the premium. The trend following model benefits from the documented existence of under and over reactions in futures prices leading to short term price trends. Meanwhile, as an option seller, the strategy benefits from the fact that Implied Volatility is very