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Program Details

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Option Capital Advisory 

OCA Premium

Manager: Aleksey Bulin

Address: tenancy 10, marina house, eden, 000000, Seychelles

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:May 1, 2011
AUM:$1,182
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:247.35%77.15%
Annual ROR:45.29%18.71%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:3.58
Beta:-0.33
Statistics Program S&P 500
Average Monthly Gain:4.05%2.90%
Average Monthly Loss:-4.00%-2.88%
Winning Months:3627
Losing Months:413
Current DD:0.000.00
Max DD:13.2015.89
Sharpe Ratio (RF 1%):3.17
Annualized Std Dev:13.99

Methodology

Discretionary:85%
Systematic:15%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Option Spreads:20%
Option Writing:80%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20149.44-2.4713.093.046.071.410.843.8540.11
20130.430.110.832.474.994.823.052.512.730.859.47-0.2936.57
20123.331.973.822.793.520.15-12.98-0.253.106.172.612.0816.02
20117.156.037.146.744.003.466.684.9256.48

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

"OCA Premium" strategy is based on writing calls and puts on out-of-the-money options on commodity futures (primarily on currencies and energy resources). The strategy is designed to capture the decay of option premiums. Primarily uncovered or naked options are sold. The trading strategy is non-directional and both fundamental and technical analysis is incorporated into the trading decision. In case of market fluctuations as well as unprecedented fall of markets we usually close positions or open the opposite position in same option with different strike price or use method of delta hedging.

Company Info

CTA 4.7 exemption.
Option writing and option spreads on commodity futures.

Manager Info

Aleksey I. Bulin is the President and principal of OCA and is also the sole shareholder. Mr. Bulin is
responsible for all trading and money management decisions made by OCA. He joined OCA in April
2013. From April 2011 until present Mr. Bulin has been the director of Option Capital ltd. (London, UK).
Option Capital ltd. is an investment company where Mr. Bulin manages futures accounts for a number of
his clients on a discretionary basis. Mr. Bulin has published many articles on alternative investments in
various media. From May 2011 until present Mr. Bulin has worked for Bank Bogorodsky LLC located in
N.Novgorod, Russia as the Head of Asset Management Department. From February 2010 until April 2011
Mr. Bulin worked as Director for Wild Bear Capital ltd., UK based investment company. From August
2009 until February 2010 Mr. Bulin was a part of JSC CB Ellips Bank located in N.Novgorod, Russia as
Chief Economist for department of International affairs. From August 2007 until October 2008 Mr. Bulin
was a part of FORUS Bank (N.Novgorod, Russia) as a trader and later on as the trading manager. From
June 2006 until August 2007 Mr. Bulin worked as an inspector for OAO Sberbank, the biggest bank in
Russia. From March 2003 until December 2005 Mr. Bulin was a part of Federal Treasury Department as a
Specialist and later on the Senior Specialist.
Extensive education was achieved by Aleksey Bulin throughout his university and career path.
In 2010, Mr. Bulin obtained FFMS license 1.0 (Broker/dealer activities, securities trusts).
In 2010, Mr. Bulin graduated from Nizhny Novgorod State University with the major of Banking
Management. In 2007, Mr. Bulin graduated with advanced postgraduate degree from Nizhny Novgorod
State University in 2007, Faculty of Finance.