Monte Capital Theta FundMonte Capital Group, LLC
Monte Capital Group LLC, a registered investment advisor, is a 100%-employee owned firm specializing in extracting edge from the equity options market relative to its equity portfolio. The objective is to achieve equity-like returns with reduced volatility under variable market conditions.
The Fund strategy begins each investment cycle, typically expiry to expiry, by selling call options to partially offset the underlying equity portfolio.The strategy utilizes index options, and allows the Fund to capitalize on positive dispersion between its portfolio and the overall index.As the investment cycle progresses, the premium collected from the options sales may be strategically converted to long put spreads, long call spreads, and long puts.
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