DITMo® Buy/Write Aggressive Absolute Return Strategy
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:
- Family Office Enhanced Cash Account
- Fund-of-Funds Redemption Vehicle
- Treasury Corporate Cash Management and ZBA (zero balance account) tool
- Public/Private Pensions and Endowments & Foundations Liability-Driven Investment Policy (LDI) vehicle
- Institutional equity options overlay strategy for an existing portfolio
- Independent RIAs Private Client Strategies
- Pre-funding Strategy for Capital Budgeting, Bond Defeasance, and Opportunistic Investor Real Estate Developers
- Subadvised Private Label Strategies
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
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.
Legal Disclosure
The business entities reflected on this website (DITMo Analytics, etc.) are not registered investment advisers and the information contained on this site should not be considered as offering advice or recommendation or a research report. Nor should it be considered a solicitation, advice or a recommendation with respect to any investment strategy, asset allocation or particular investment. The information offered on this site is not intended to constitute “research,” as that term is defined by applicable regulations. The views expressed herein are those of the author and do not necessarily reflect the views of any other entity. All opinions are subject to change without notice. Neither the information provided nor any opinion expressed constitutes a solicitation for the purchase or sale of any security. Some information presented is dated and may not be representative of current market conditions or reflect current business entities. Investment strategies presented on this site are for educational or informational purposes only and are subject to market fluctuation, investment risk, and possible loss of principal. Hedging, diversification and asset allocation do not necessarily protect against loss or guarantee a profit. Past performance is no guarantee of future results. This site offers no tax or legal advice. To the extent that any material or any attachment concerns tax matters, it is not intended to be used and cannot be used by a taxpayer for the purpose of avoiding penalties that may be imposed by law. Any such taxpayer should seek advice based on the taxpayer's particular circumstances from an independent tax advisor. The information set forth was obtained from sources believed to be reliable, but we do not guarantee its accuracy or completeness. These strategies do not necessarily represent the experience of other clients, nor do they indicate future performance or success. Investment results may vary. The investment strategies presented are not appropriate for every investor. Individual clients should review with their advisor the terms and conditions and risk involved with specific products or services.
Print
Sitemap
© DITMo Analytics - Copyright, 2015 Peter J. de Marigny. All Rights Reserved.IONOS MyWebsite
