DITMo®’s Buy/Write Strategy is an aggressive-income objective, risk-driven “Deep-In-The-Money,” short-expiration, covered call portfolio that may be used as:
The Buy/Write DITMo® Strategy is a risk-driven portfolio of 70-100 Buy/Writes - mostly “Deep-In-The-Money” covered calls-two to four months in average expiry. Option premiums, dividends and interest seek a target high-yielding payoff of 8-10% within an aggressive income objective. DITMo® targets a one-third market risk (Beta) or less with liquidity matching option exercise (avg. 2-4 mos.) and targets zero leverage at monthly option expiration.
Pj de Marigny is the Principal of DITMo® Strategies which began March 2005; DITMo® is a High Income Portfolio employing DITM Buy-Writes. Pj began his investment career at Smith Barney in 1997 as Portfolio Manager in the firm’s retail affiliated money manager platform, and became top consultant of the combined S. Nevada branches for many years. He has managed DITMo® Strategies with advisers, family offices, pension consultants and businesses.
“Risk itself is path dependent, so it follows that risk-driven strategies are self-correcting paths.”
Pj has presented at various hedge fund community events including HedgeCo, GARP and Public Pension consultant conferences. He holds an M.S. in Banking from Boston University, an M.B.A. (TQM Concentration) from Colorado State University, a B.A. in Biblical Studies, and a B.S. in Accounting. A member of the Wharton CPD Circle and previously serving as Regional Director of GARP, Pj is also a Columnist for HedgeCo Networks and has published "The DITMo® Report" - a monthly 23 page exhaustive statistical analysis covering hedge fund strategies and other alternative strategies.
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