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Asset Management
Nea Diversified Strategies Fund
The Nea Diversified Strategies Fund seeks to achieve capital growth. The Investment Manager pursues
this objective by investing in the major country and global sector equity indices (S&P 500, FTSE 100 etc.)
through a diversified portfolio of listed and OTC equity options (i.e. customised option contracts).
The Investment Manager uses statistical analysis to build a net long options portfolio incorporating
various hedged-option strategies for the Fund. By monitoring and investing in options along the
identified path of each index the strategy incorporates the information obtained and seeks to establish
the trading range of major indices over 1, 3, 6 and 9 months.
Since 1994, the above path-dependent quantitative model has been applied in various forms to the most
liquid financial markets and since 2000 dynamically optimized for each of the major equity indices
(S&P 500, FTSE 100 etc.). The origin of this modeling lies in parametric spectral estimation techniques
(Dynamic feedback control) applied in forecasting the behavior of various processes/phenomena, as studied
by the head trader in his thesis. Over time this modeling background was revived and resulted in optimizing
not the actual time series but transformations of the series and their distributions over different horizons.
The implementation of the suggested strategies leverages our options expertise, having traded and
risk-managed path-dependent and spread options since 1991 working for leading investment banks including
Bankers Trust, UBS and Barclays Capital. (These are complex OTC <“Over The Counter”> options underwritten
by banks and tailor made to specific risk profiles not available in listed options)
Qualified investors may request further information by contacting hedgefunds AT neacapital.com (please replace AT with @)*
Discretionary Asset Management in Segregated Accounts
We undertake the management of segregated accounts along hedge-fund principles, mixing
our core trading strategy in a variable leverage with other active or passive investments.
Our investment managers have the requisite knowledge, experience, and tools to tailor
investments exactly to the needs of individual investors.
Utilizing proprietary, state-of-the-art analytics, we are able to develop and customize strategies to
our investors preferences. This avoids the pitfalls of unsuitable risk/return profiles, and allows our clients
to express their investment objectives, regardless of market conditions.
*apologies for this, it is to protect us from
the robots searching websites to send spam
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