We provide unique customized trading and investment research packages and strategies for Family Offices and Institutions. These products focus on short to intermediate-term holding periods and use options as a trading vehicle.
Adrian Manz, Ph.D.
Founder and President, TraderInsight.com
Dr. Adrian Manz has been a successful professional equities trader and earned his living trading his own account for two decades. Dr. Manz has developed a trading style that relies on statistical, technical, and fundamental analysis in the planning of every trade and has found methods to extract the most out of every setup, every day. He is the author of six books on the subject, many articles featured in leading industry publications as well as the publisher of the Daily Income Trading Plan, a nightly blueprint for the actions he plans to take in the markets.
Founder and President, Delta Derivatives
Tim Biggam has been a professional Options analyst and trader for over two decades. He was a successful Options Market Maker for First Options in Chicago.
Tim was Chief Options Strategist at Man Securities, ThinkorSwim and TradingBlock. He provides regular on-camera commentary for the major financial networks. And most recently, he started his firm, Delta Derivatives.
Adrian Manz, Ph.D.
Around the Horn Swing Trading
New trading ideas generate every weekend, and holding periods rarely exceed four weeks. Technical, statistical, and fundamental analysis are the cornerstones of every trade. Phone access to Adrian Manz supplements the service, and intraday analysis of trading opportunities fostered by institutional order flow provides profit opportunities nearly every trading day.
A monthly membership may be exactly what you need to take control of your trading.
The Volatility Capture looks to identify large option volume that temporarily distorts the normal shape of the implied volatility surface. Trades are then constructed with a delta neutral framework, while dampening exposures to the first and second order of Greeks. Profits are realized upon the mean reversion of the implied volatility surface towards its previous and more normal shape.
Initial positions are stressed on a 3 standard weekly deviation methodology with the resulting maximum loss confined to less than 2.5% of the overall portfolio at trade inception. Moves outside of a 3 standard weekly deviation may result in larger losses.