Options – Strategy


Investment Strategy
The portfolio primarily consists of selling premium on the Eurostoxx50 cash index options. The positions are actively managed to improve profitability and minimize risk irrespective of market conditions.

Investment Methodology
The Elan Methodology (EM) is a stepped filtration process aimed to systematically reduce and manage risk at various levels of investing. The top down approach is as follows:

Underlying Product: Eurostoxx50 index. Broad Index, no single stock risk.
Underlying Instrument:    Selling premium of the Eusrostoxx50 cash index options according to our strict objective technical parameters. Generally expirations of 1 to 2 months out.
Macro Analysis (i.e. direction): Our method is not proprietary yet it is a unique and effective approach developed and fine tuned over many years.
Micro Analysis: Proprietary and non-proprietary approaches to our trading platform to fine tune and dynamically manage existing positions.
Risk/Margin Management:   Through timing, specific option series selection and active management of positions to create synthetic hedges.  This approach also is used to maintain a margin buffer.

Execution platform and Depositary Bank: SWISSQUOTE BANK is a Swiss bank, it is listed on the SMI and is a Qualified Intermediary (QI). Tier 1 capital ratio is 20,5%.

Performance YTD 
Performance since inception

Investment Advisor
SwissDirekt AG, developer and manager of EUROSTOXX 50 options strategy (Elan Methodology) acts as the Investment Advisor and Portfolio Manager. The company has been managing opportunistic, adaptive strategies for many years, with a high percentile relative and absolute compound average rate of return over this timeframe. The founder and partners have over 30 years of experience in the financial industry. Their research has created a much deeper understanding of how, why and when markets move.

Investment Manager
SwissDirekt AG is incorporated as a financial intermediary in Switzerland and is listed in the register of commerce of the canton of Zug. The company is licensed and authorized by SRO PolyReg.

Fees and Expenses

Depositary Bank Swissquote Bank, Switzerland
Minimum Investment   Euro 200.000
Management Fee  1%
Performance Fee   25%