Addressing Today’s Portfolio Challenges

The strategy has a number of attractive features compared to traditional asset classes and is designed for periods of increased volatility, rising rates and declining equity returns



Offer the ability to implement strategy that posses the attractive characteristic of both bonds and stocks

The structure of opční fund:

Nassim Nicholas Taleb’s bar


Bonds ( T-bills) return all costs of options

( up to 80% of assets)

Options costs

Bring premium returns

(20-30% of assets)

The essence of the investment strategy

is the use of Taleb’s bar when forming a portfolio of assets. By buying an option spread (option construction) – we pay a premium. At the same time, we purchase short-term treasury bills or bonds, which give us coupon income equal to or greater than the cost of the premium on the purchased options.

If options give us profit, we will earn on bonds and options. Otherwise, the burned premium for the options will be covered by the profit from the bonds. The period of options spreads opening is from one week to one month.

Options trades are opened by our experienced options traders using analysis of a massive amount of historical data (up to 20 years) with our own software written in python.

The advantage of the strategy

Vs. equities

Higher risk / efficiency

Reduced drawdown

Vs. Bonds

Premium Yield

Redused credit/duration

vs. Alternatives

Persistent return premium

Liquid  Cost-effective



Long-term focus

earn returns by collecting option premiums over time rather than by capital appreciation or income (credit / duration)

Invest for profits

Don’t reach for higher premiums when markets are greedy and don’t forgo high premiums when markets are fearful.

Balance risk

Balance market risk vs. financial leverage

Diversity exposure

Path dependence can materially affect investor outcomes


Complicated expensive hedges

Paying up for expensive options or seeking “costless” hedges

Redundant Exposures

Some option strategies maintains offsetting exposures that can prove less effecient


Few, if any, can sustain tactical desicion-making day-over-day option market.


Trading complex structures during periods of extremevolatility caninflict significant loses

The strategy is used by leading hedge funds and is popular with professionals like you.

Smooth significant growth of the fund’s income without drawdowns allows the investor to save nerves, and therefore the most important thing in life – health.