Diversified Programs and Market Sectors
This unique diversified non-correlated program utilizes the underlying futures as a hedge against premium. This delta type of product simplifies the process by providing a 1 to 1 relationship when hedging is engaged. It trades in four different market sectors:
- Energy - Crude Oil & Natural Gas
- Currencies - Euro & Japenesse Yen
- Index - S&P eMini
- Softs - Coffee & Sugar
Also available are sector specific versions of the same program, ie. Alernative Hedge Energy, Alternative Hedge Currency, etc....
The initial diversified Alternative Hedge style program begun in 2010. The difference between SCS and the Alternative Hedge program is that SCS specializes in at the money derivatives. It covers 4 market sectors - Energy, Index, Softs, & Currencies.
This is a diversified non-correlated hybrid of most other Which Indian programs. It provides both market diversification and system style diversification with the benefit of non-correlation. It caters to larger account sizes.
Is a twenty four hour trade utilizing the Alternative Hedge approach. These positions happen at most once of week, usually beginning on Thursday and ending the next day on Friday. Therefore the time risk exposure is approximately 14% of the week. Currencies are the main driver of this program.
Is a diversified hybrid program made up of other programs with trade lengths of 5 days or less in duration. The advantage is the clients money is only exposed to a particular sector approximately 25% of the time. Therefore it is risk off most markets about 75% of the month. It covers 4 market sectors - Energy, Index, Softs, & Currencies.
Generally the trading for the month will involve having currency positions during the first week. As those are rolling off Coffee and Crude positions are engaged. As Coffee finishes at the end of the second week Sugar trades are entered. After Crude and Sugar complete then Natural Gas positions are taken. After Natural Gas the whole process repeats. The idea is that the clients monies are working most of the month with a time risk exposure of 25% or less for any particular market.
A White Swan event is the antithesis of a black swan or six sigma event. This program looks for a short term intraday breakouts to the up side based upon recent volatility. The stops are set tight. If the stop is not hit then the trade exits the next morning on the open. This program trades the very liquid and scalable S&P 500 eMini futures.
Is a diversified hybrid program made up of such White Indian programs as Alternative Hedge Energy, 24, & White Swan. Alternative Hedge Energy is only in the markets about 8 trading days. Most 24 trades commence on Thursday and end on Friday. White Swan trades for less than 24 hours approximately 3 to 5 times a month.
This program is not only non-correlated, but is diverse in both trading style and market sectors - Energy, Index, & Currencies
Legacy counter trend program begun in 2005. This was White Indian's initial program. It trades the S&P 500 eMini futures and options. It is based upon a unique proprietary formula that seeks to find mean reversion opportunities.