Past Trading Programs

Delta Hedge has managed different programs in the past among which:

DH Spica program ended in July 2014

DH Spica Program is a multi-manager and multi-strategy program. DH Spica Program has two different souls: a systematic currency trading, quantitative expert currency trading and an automatic intraday managed futures program. This program trades on Futures, Forwards, Options and Cash Exchange. Spica is founded on personal skills of our expert team and its strong quantitative structure tries to catch markets swing and run positions on long term trends.

DH Stella program ended in July 2017

The primary objective of DH STELLA program is capital appreciation. It is based upon a proprietary trading method of DeltaHedge and adopts a multi-strategy approach to invest in just one futures market: FTSE MIB Italian Equity Index Futures at IDEM Exchange.

The program focuses on intraday market analysis with thirty minutes and hourly based signals, harmonised with a proprietary composite money management: about one third of total trades are closed in the day (strictly intraday trading), one third is closed before the third day and the last third has an average holding time in the market higher than the week.

The specific market traded has been selected utilising both liquidity constraints and strategies’ correlation analysis in an effort to reduce portfolio risk and add diversification. To provide an efficient niche program DeltaHedge has opened this Program only up to 12 investors subscribing the minimum size account or multiples, for a maximum asset under management of the program of 5.000.000 $. Once this level is reached, we will close the Program with regards to new investors.

DH Boote program ended in November 2017 

Boote program seeks to generate absolute returns by investing in a portfolio of Automatic Trading Strategies. This management futures program is focused on Intraday time frame. The founding idea is to mitigate high volatility typical of intraday trading with a property portfolio management and a fixed risk money management. Actually the program strategies produces signals on the following future contracts:

FTSE MIB, EURO STOXX 50, IBEX 35, DAX, FTSE 100, CAC 40, AEX, SMI, RUSSELL 2000, Dow, NASDAQ, S&P 400 Midcap, S&P 500, Nikkei 225, GBP/USD, EUR/USD, CAD/USD, AUD/USD, SWF/USD, JPY/USD, Wheat, Soybean, Corn, Live Cattle, Lean Hogs, Gold, Natural Gas, Copper, Sweet Light Crude Oil, RORB Gasoline, Heating Oil, Brent Crude Oil, London Gasoline, EUA Futures Contract.

Vixvox program ended in September 2019

The VIXVOX program is designed mainly for sophisticated investors and its primary objective is the capital appreciation of its client’s assets through the speculation on the Volatility Indices of the world main equity markets.

VIXVOX, is a strategy developed by Mr Edoardo Ciravegna, Asset Manager with more than 25 years of experience that has been working on Volatility Index Modelling since May 2012. The late development and fine tuning of the strategy has been carried out as cooperation between Mr. Ciravegna and DeltaHedge.

The strategy takes long and short daily positions on the CBOE Vix Futures and Eurex VStoxx Futures contracts, using the front month expiration contracts or the following one. The positioning is processed automatically, based on the combined output of different models (three for the Eurex VStoxx Futures and four for the CBOE Vix Futures).

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