Steve Deming

Director at Monterosso Investments - Castle Rock, Colorado, United States

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Location
Redondo Beach,California,United States
Company
Monterosso Investments
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Monterosso Investments

Castle Rock, Colorado, United States • 3 Employees
Investment Management

The Short-Term Managed Futures Program is a systematic, multi-strategy program that is designed to be negatively correlated with the S&P 500. We trade only one instrument: the E-mini S&P 500 futures contract. All positions have an intraday holding period. Since we do not hold positions overnight, there is no exchange-mandated margin requirement on our trades. We use max leverage of 200% of nominal equity, but average leverage of only 20% of nominal equity. The Program trades infrequently.

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