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% 
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%.



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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


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