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Warrington Asset Management

Profile

Warrington Asset Management utilizes a fundamental, discretionary trading strategy using options on the S&P 500 index futures. We seek to produce consistent, non-volatile returns that are uncorrelated to stocks, bonds and other CTAs. Having traded the same strategy since 1997, Warrington’s tested and proven methodology is designed to potentially profit in any market environment, with optimal returns historically achieved during midrange volatility.

Warrington uses technical and fundamental analysis to form a market opinion and then uses option spreads and combinations of options to express that view. Warrington keeps its trade duration very short-term, with positions generally lasting no more than one to three weeks from options expiration. Risk management and capital preservation are key components of the strategy, and the use of our codified, incremental hedging process has been instrumental in capital preservation during a variety of more volatile market events since 1997.

In January 2019, Warrington partnered with ML Capital to launch the Strategic UCITS fund, offering daily liquidity and easy access to this unique strategy. The UCITS Fund trades 100% pari-passu with the U.S. LP for all positions.

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