English
繁體中文
 
 
Investment Philosophy
 
Investment Process
Portfolio Construction
Risk Management
 
   
 
Portfolio Construction
 
  Position Sizing

Approximately 30 total names for our longs, shorts and hedges with standard positions at 5-10%.  For high-conviction ideas, we can be up to 10% on the shorts and 20% on the longs (Generally, 15% stock and 5% option exp.) 

   
  Geographic Exposure

60-80% Greater China (Taiwan, Hong Kong/China) and 20-40% International (primarily US).

   
  Exposure Ranges
Gross Delta Average 50% to 180% (Max. 200%)
Net Delta Average -20% to 75% 
   
  Weighting
Position diversifcation and use of index futures hedging will generate stand alone profits and reduce overall systemic risk.
   
  Targeted Return
20% per year, with volatility of less than 15%.

 

 

   
 
Add: 2 Overhill Road, Scarsdale, NY 10583, USA Tel : +1-914-713-4688 Email: inquire@mmafundmgmt.com Legal Disclaimer

The Team

Executive Summary

Our Value Proposition

Summary of Terms

Investment Process

Portfolio Construction

Risk Management

Alpha Generation

Relative Performance

Historical Performance

Monthly Letter Archive

Details

Contact Us