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.

OUR CREDO

At Lattice Capital Management, our mission is to cultivate competitive risk-adjusted performance through the employment of skill. We seek to approach portfolio construction and investment design with the idea that managing risk is one of the single most important factors 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 aim to 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 seek to be contemplative, innovative, and transparent. We are passionate about delivering performance.

Dynamic Alpha Fund

The Dynamic Alpha Fund, L.P. (the “Fund”) seeks to produce competitive risk-adjusted absolute returns by using a portion of the Fund’s cash position to sell index option spreads, collect the premiums, and thus generate a continuous income stream for the Fund.  Excess cash is invested into short-term treasuries and other cash equivalents which is then utilized as collateral in order to maintain the Fund’s option positions. A portion of the premium collected is continuously invested to purchase protection in long options in order to hedge and reduce the Fund’s exposure (or volatility). The investment objective is to strategically carve yield out of the options landscape and take advantage of volatility across the entire spectrum of market conditions to generate alpha against the broad market.

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Learn more about the Dynamic Alpha Fund

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