Economic exposure
Direct holdings, ETF look-through, options and futures are combined where possible using delta-adjusted notionals and beta-adjusted exposure.
CAPITAL
Capital. Portfolio-level risk.
SRSPrime deploys capital across liquid global markets using research, portfolio construction, risk controls and internally developed analytical systems.
INVESTMENT ACTIVITY
Capital is managed as a portfolio, not a collection of independent trades.
Each position is evaluated against existing exposure, liquidity, concentration, correlation, leverage, event risk and the opportunity cost of committing capital elsewhere.
Implementation
Calls, puts, covered calls and futures are treated according to their economic exposure, path dependency, leverage and portfolio purpose.
Hedge analysis
A position is considered a hedge only when it meaningfully offsets the portfolio’s actual risk under plausible scenarios.
Capital flexibility
Cash, reduced size, staged entries and uncommitted capacity are valid positions when expected value or evidence is weak.
MARKET SCOPE
Liquid markets with cross-asset context.
The investment process can incorporate equities, ETFs, options, futures, rates, credit, commodities, volatility and macro conditions when they are relevant to portfolio risk or opportunity.
Companies & sectors
Fundamental research, valuation, earnings, catalysts, technical structure and portfolio fit.
Options & futures
Delta-adjusted exposure, notionals, volatility, market positioning, hedging and implementation efficiency.
Rates, credit & commodities
Cross-asset context is incorporated when shifts in rates, credit, commodities or liquidity can change the portfolio’s risk distribution.
DECISION FRAMEWORK
Thesis, size, implementation, invalidation, review.
Material decisions are framed around evidence, time horizon, catalyst, entry, position size, plausible downside, portfolio impact, hedge requirements and explicit exit or invalidation logic.
01Research
02Portfolio fit
03Implementation
04Risk & hedge
05Review