Systematic Options Strategies
With Defined Risk
Exoptio is a quantitative investment firm focused on research-driven modeling and systematic execution in options markets.
The Strategy
Modeling Innovation
Employs adaptable mathematical frameworks informed by evolving market behavior.
Volatility Clustering
Incorporates observed volatility patterns without rigid assumptions.
Market Drift
Accounts for evolving market conditions and behavior over time.
Systematic Implementation
Systematic execution supported by automated trade controls.
Complex markets demand disciplined frameworks.
Risk Management
Defined risk—by design.
Position-Level Controls
Daily Risk Limit
Stochastic modeling approaches informed by observed market dynamics
Correlation Management
Monitors portfolio-level correlation exposure
Liquid Markets Only
Focus on highly liquid options markets
Portfolio-Level Monitoring
Diversification
Exposure distributed across multiple expiration dates and strike prices
Defined Risk Strategies
Each position incorporates predefined risk parameters
Continuous Monitoring
Real-time tracking of all risk metrics
Research First. Execution second.
Discipline always.
Firm inquiries.
For general firm inquiries, please use the contact form.