Peter J. de Marigny will introduce the DITMo Strategy to Fund of Hedge Fund attendees at the Inaugural Event of the Harvard Business School Club of New York hosted by Omni Research on Thursday, 24 April.
The event includes two roundtable panels on launching new funds and fund of hedge funds. The DITMo Strategy is an arbitrage relative value approach which objective is aggressive income using mostly deep-in-the-money 2-4 month average expiration covered calls to proxy a high yield payout without the use of credits.
The DITMo Strategy is offered as a highly liquid alternative to fund of funds that typically are forced to redeem from less liquid funds in times of drawdowns that may exacerbate losses.
Mr. de Marigny explains, “DITMo Strategy seeks to take advantage of overpriced volatility to provide an uncorrelated payoff from dividends and option premiums. He continues, “My focus as a Certified Financial Risk Manager and Certified Treasurer is cash management and risk.”
For more information contact the General Partner: Winchester Fund Advisors, 212.920.1254; 949.689.7165.
