Weekly E-mini Program is Buckingham’s longest-run CTA program mainly developed to capture risk premium and take advantage of the imbalance between supply and demand on options.
The program targets 12-15% annual return with <6% volatility. We aim to control the max risk/drawdown within 3% by hedging and tail-risk strategies.
Uptrend and oscillating markets are the best environments for WEP. A slightly bearish market can also be desirable. WEP’s risk management and exit strategy are 100% systematic.
- Year of 2017 BarclayHedge Awards: Ranked #4 in Option Traders Category.
- Year of 2017 BarclayHedge Awards: Ranked #8 in Short Term Category.
- Year of 2016 BarclayHedge Awards: Ranked #6 in Option Traders Category.
- Ranked Top 10 in Net Return for 10 of last 12 months (2016/2017/2018).
Please note that the ranking applies only to those CTAs who submit their trading results. The rankings in no way purport to be representative of the entire universe of commodity trading advisors.