Marathon Trading Investment Management, LLC’s investment philosophy is to achieve capital appreciation by seeking to produce above-average absolute returns with, in Marathon’s view, acceptable risk relative to potential returns. The process is to isolate an “edge” in the options market that the portfolio managers identify as a result of their 38 years+ of combined experience managing derivative portfolios and trading options.
Marathon Utilizes a Strategy known as Volatility Arbitrage
Volatility arbitrage is a type of statistical arbitrage that is implemented by trading both options on a stock (or other asset) and the underlying asset, while seeking to capture the difference between the implied volatility of the option in the marketplace and Marathon’s prediction of the actual volatility of the underlying asset.
Dynamic and Efficient Portfolio Allocation Supported by a Robust Quantitative Infrastructure
Portfolio and idea generation supported by proprietary quantitative systems using a real-time, market-wide analysis of volatility based securities.
Pervasive Risk Management Discipline
Risk management process limits exposure in real-time to isolated, extreme events across individual stocks, sectors and the portfolio as a whole.