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empirical Redefining Absolute Return

EMPIRICAL PREMIUM FUND Redefining Absolute Return

Time is money, is a well known saying. It is a fitting description of how the Empirical Premium Fund makes money – through the passage of time. No matter which way the markets move.

The methodology a professional options trader has tested and proven, and made a living from for nearly a quarter of a century, is available as a time placement in a special purpose fund that is redefining the term absolute return.

A time placement in the Empirical Premium Fund represents the first offering of an innovative new alternative investment that is a fusion between a structured investment product, a time deposit and a hedge fund.

A time placement in the Empirical Premium Fund is the first opportunity of its kind that fully reflects the unique characteristics of option instruments that enables maximization of option time premium on a portfolio of options.

A time placement is ideal for investors who place a priority on principal protection but also seek to generate predictable, consistent returns based on the performance of various option strategies on markets such as a basket of foreign currencies, gold, silver, equities, and commodities.

The methodology, is a marriage of knowledge from experience and innovation, which makes use of exclusive dynamic hedging algorithms and mathematical modeling processes - vital to generating steady profits from time value and safeguarding capital.

Similar to the logic that ensures profits in the insurance and reinsurance businesses, the fund collects premium while always offsetting against the possibility of risk.

The fund collects premium from selling options, taking advantage of the passage of time value and capitalizing on high-volatility (high price) and low delta (low risk) options.

The fund manager makes use of probability analytics and time and price limit equations to structure a diversified portfolio of options strategies and adjusts options positions based on the underlying market volatility over the lifespan of the options.

The advanced option portfolio management methodology progressively combines marketneutral, non-directional (delta-neutral) and passage of time (theta) option spreads on diversified assets and adjusts them over time.

Empirical Fund Managers stand at the leading edge of options management, trading technology and financial engineering. Investment decisions are based on quantitative analysis. As quantitative fund managers the approach is to follow a set of mathematical techniques to evaluate risk, pricing and timing in the options markets.

The fund managers specialize in the process of employing mathematical modeling skills to make pricing, hedging, trading and portfolio management decisions.

With this approach, a large amount of information is processed and made comparable, thereby facilitating the process of making objective investment decisions.

More than just a measurement technique, this approach effectively integrates risk management into the investment process.

Empirical Fund Managers are equipped with realtime front-to-back office systems that provide live market data covering all cash and derivatives products in all currencies, interest rates, equities, credit, energy and commodities.

The technology and pricing systems also provide pre-trade analysis, option spread structuring, event alerts, trade execution, risk analysis and other tools designed to boost profitability.

Real-time option quote screens display analytics and algorithmics, margining, risk management, and extensive portfolio analysis tools, including value-at-risk reporting‌

‌ real-time unrealized profit and loss, proprietary volatility skew models and a volatility-based margining system. This allows 24 hour monitoring of risk assessment to efficiently capitalize on market volatility and safeguard capital.

The fund utilizes multi-bank option pricing, probability analytics, and mathematical models for developing, testing and managing option spread strategies and stochastic volatility models that facilitate dynamic hedging.

Highly liquid markets are primarily traded such as options on the major currency pairs in which the trading volume is the highest.

A time placement serves a very important function. It provides the fund managers with time to structure option spreads and manage positions in which to earn passage of time value and cumulative results for the fund.

Investors in a time placement can look forward to these expected future value milestones 2x your investment in just two years... and more than 10x your investment in seven years.

Investors must understand the program requires a commitment in time and should not be concerned with the short-term fluctuations in fund value.

By investing in a time placement in the fund for twenty-four months, the fund is able to constantly adjust the option portfolio and through the passage of time value per day of as little as 0.1% realize a future value of over 100% return on investment.

Empirical Fund Managers and the Empirical Premium Fund are both government licensed and regulated, as well as audited and administered by independent third parties.

Make use of our Time Placement Calculator on our website to calculate expected future value of your investment and time placement.

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