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    LATTICE
    CAPITAL
    MANAGEMENT

    Lattice is a group of funds available to Accredited
    Investors only.

     

    OUR FIRM

    The name “Lattice” conveys the firm’s powerful and robust valuation approach used to model dynamic scenarios within the market. For Lattice Capital Management, investment valuation is the foundation
    on which our firm is based.

    About Us
    Our Team

    OUR CREDO

    At Lattice Capital Management, our mission is to cultivate superior risk-adjusted performance through the employment of skill. We approach portfolio construction and investment design with the idea that managing risk is the single most important factor in generating consistent returns. The fundamental order of importance we place on risk management is our defining strength. Lattice seeks to create its investment value through a disciplined valuation process where risk is captured and carefully mitigated in order to produce a return. We seek to compound return faster than the “market” with less risk for any given holding period.

    We approach the design of investment solutions with this mission in mind, devoting ourselves to creating value for our clients. In our 
    pursuit of true value
    , we are contemplative, innovative, and transparent. We are passionate about delivering performance.

    OUR
    PRODUCTS

    Dynamic Alpha Fund
    Dynamic Alpha Fund, LP seeks to produce consistent risk-adjusted returns by using cash in the portfolio to sell ETF and index options to collect option premium as a continuous income stream for the portfolio. Excess cash is invested into short-term treasuries and other cash equivalents. The excess cash is utilized as collateral in order to maintain the portfolio’s option positions. The strategy targets an ETF/index option allocation ratio of 90/10. This target ratio may be adjusted depending on the market conditions to take advantage of certain opportunities. A portion of the premium collected is continuously invested to purchase protection in long options in order to hedge and reduce the near-term delta exposure (or volatility) of the portfolio. The fund may also opportunistically invest directly in the underlying broad index ETFs and may use options as a tool to enter/exit the ETFs. The investment objective is to strategically capture premium in a variety of options and take advantage of volatility across the entire spectrum of market conditions to generate alpha.

     

    Learn more about the Dynamic Alpha Fund

    CONTACT

    LATTICE

    Lattice Capital Management
    1014 Market Street, Suite 100
    Kirkland, WA  98033


    Phone: (425) 828-4300
    Fax: (425) 828-9700
    Email:
    info@latticecm.com

    For any general inquiries, please fill in the following contact form:

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