James Montlake
Portfolio Manager at Advanced Alpha Advisers, LLC
James Montlake is Portfolio Manager for the ART Strategy at Advanced Alpha Advisers, LLC.
Advanced Alpha Advisers was created to advise family office and QEP investors on how best to select and deploy specialized alternative strategies in managed futures.
This includes our in-house managed futures and options strategy, ART (Adjusted Risk Technology).
The ART Strategy is comprised of two components; a short-term (average 1 day), algorithmic, trend following futures trading model, plus, a short volatility option strategy which sells options in order to earn the premium.
The strategy is designed to profit from two commonly observed, and negatively correlated, market inefficiencies. These are, the existence of short-term price trends in futures markets, and the Volatility Risk Premium. These two inefficiencies pair well together because they pay out at different times, i.e. when volatility is high, the trend following futures strategy typically pays out, whereas when volatility is low, the short volatility options strategy typically pays out. This ensures a stable return schedule and mitigates extreme tail risks.
The strategy constructs weekly, combined trades to profit from these inefficiencies. The trades are applied to currency, equity, commodity and FI listed markets.
As experts in the world of managed futures, we can give our clients an overview of how the ART Strategy fits into the wider landscape as well as create blended portfolios of multiple, quality emerging managers that can meet the client’s needs for wealth creation and preservation.
Advanced Alpha Advisers, LLC. is registered as a Commodity Trading Advisor with the Commodity Futures Trading Commission and is a Member of National Futures Association. NFA ID: 0505193.