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Managed Futures
Crescent Bay Capital Management - Premium Alpha Managed Program - AlphaMaven Performance Report
February 2025 - Managed Futures
Crescent Bay Capital Management - Premium Alpha Managed Program - AlphaMaven Performance Report
The Premium Alpha Managed Program (PAMP) strategy aims to generate alpha using options, option spreads, trend analysis, and hedging overlays. It focuses on extracting value from options, primarily trading ES (e-mini SP) futures contract options. The program staggers positions over weeks for diversification and robustness, with older positions serving as hedges. It manages risk through st