To learn more, call Mike Connor at 630-881-5940 (mobile)

RISK DISCLOSURE: Past results are not necessarily indicative of future results. The risk of loss in futures trading can be substantial. Carefully consider the inherent risks of investment in futures and options in light of your investment objectives and financial condition.


STRATEGY HIGHLIGHTS

 – Significant ratio of winning vs. losing months
 – Returns are accompanied by volatility of the portfolio performance
 – Alpha Z Advisors’ program may be suitable for investors seeking high alpha
 – Our investment program is currently open only to QEPs (Qualified Eligible Persons) under CFTC Rule 4.7.  


Our Professional Team – Click to learn more. 

John Michael Connor, Senior Principal/Associated Person

John Michael Connor John Michael Connor has been involved in the commodity markets for over thirty years. Mr. Connor has been a principal of commodity trading advisors beginning in June 1980. From 1982 to 1989, he was a registered floor broker and member of the Chicago Mercantile exchange during which time he handled trading for both his own account, customer accounts and proprietary accounts of several clearing firms. He has produced market letters and market price information primarily oriented towards professional traders, and has also managed trading in proprietary accounts for clearing firms on the floor of the Chicago Mercantile Exchange. In February 2012, he became an associated person with Cunningham Commodities, LLC, a futures commission merchant and continues in that capacity today. A 1971 graduate of Indiana State University, Mr. Connor has made frequent guest appearances on several television and radio financial talk shows. In addition to publishing, Mr. Connor also has conducted several futures and options trading seminars and workshops. Before he entered the brokerage industry, Mr. Connor had a career as a journalist, working on a financial desk and as a general assignment reporter for major metropolitan newspapers. Mr. Connor became a principal and associated person of the Advisor on October 1, 2016.

Andrew Haleen

Mr. Andrew Haleen executes the revamped Modified Program for the Advisor. Mr. Haleen began managing client assets on a proprietary basis in 2005 through Keystone Capital Management which ran a delta-hedged short-gamma index option strategy. Since that time, he founded AP Futures, a volatility-focused CTA; co-founded Capital Edge Advisors, a volatility-focused hedge fund; managed institutional client relationships from the High Yield Credit Sales & Trading desk of BNP Paribas in New York; and served Ultra High Net Worth Clients within the Citi Family Office in Los Angeles with a focus on structured option strategies. Mr. Haleen earned his MBA at The University of Chicago Booth School of Business where he graduated with Honors and earned concentrations in Analytic Finance as well as Econometrics & Statistics. In terms of trading philosophy, Mr. Haleen believes that the market and volatility market in particular shifts between different environments where different return drivers and risk management techniques go in and out of favor.

William D Anthony (Counsel/Manager)

William D Anthony is a Chicago lawyer with 32 years’ experience. His experience includes representing business and individuals in corporate transactions, regulatory compliance, litigation of cases in securities, futures regulation, intellectual property and other commercial cases. Bill has also represented securities and commodity investors, brokerage firms and financial advisors in investor lawsuits and has represented bankruptcy trustees in advisory cases. He has also represented investors and financial institutions in property tax matters.

Mr. Anthony began his career in 1980 with the CFTC in Washington, the NFA in Chicago and has been a partner in a CBOE member firm. He received his B.S. degree in Economics from the University of Illinois, and J.D. Law, and M.A., economics, and M.A., Public Policy and administration at the University of Wisconsin-Madison.


Our Approach

We trade principally in equity index futures and options and other financial contracts in our Alpha Z Futures Fund and managed accounts using research and trading experience using arbitrage strategies, cash-futures pricing, Fed movements affecting equities. We focus on exploiting option mispricings, seasonal anomalies and statistically anomalous events including options both options (generally spread or hedged) and futures arbitrage. Our strategies involve combinations of futures and options and to a lesser extent, outright positions. We have modified our trading size parameters and trade entry protocols in response to recent market volatility.


The concept of volatility as an asset class has been around for decades. Long and short volatility strategies to hedge and-or enhance portfolio returns have been used since the 1980s. Over the last fifteen years, investments in long-short volatility strategies as a stand-alone asset class have expanded aggressively. More recently, the explosion of volatility-linked ETFs, ETNs, and index products are testament to the continued growing investor demand for exposure to this new asset class.

Options can be overvalued, undervalued or fairly valued, depending on market psychology and the activities of institutional and other programmatic buyers, who must buy for hedging – regardless of price. Hence we believe those options become candidates for selling. Similarly, many options (call options especially) are oversold, due to collar and buy-write programs, and hence these options become undervalued. The strategies illustrate the Advisor’s efforts to capture alpha based on the over-under valuations observed in an active marketplace.


Get our latest Barclay Hedge report

Latest news from our blog

Past results are not necessarily indicative of future results.

There is a significant risk of loss in trading futures.

market anomaly
An alternative investment or alternative investment fund (AIF) is an investment or fund that invests in asset classes other than stocks, bonds, and cash. The term is a relatively loose one and includes tangible assets such as precious metals,[1] art,[2] wine, antiques, coins, or stamps[3] and some financial assets such as real estate, commodities, private equity, distressed securities, hedge funds, carbon credits,[4] venture capital, film production,[5] financial derivatives, and cryptocurrencies. Investments in […]
Managed Futures
From Zero Hedge May 2019: The “muzzle” on reported inflation has policymakers and analysts perplexed. As Joseph Carson, former director of economic research at Alliance Bernstein writes in his follow up to a “New Working Theory on Inflation“, numerous economic explanations and theories have been offered, […]
options investing
From Zero Hedge August 2019: It’s getting extremely difficult to live in New York if you’re making less than six figures, according to a new analysis from Bloomberg. The impact is being felt by those who live alone and it’s taking place in areas that were previously seen […]

contact information

Contact us to learn more

 

Please enter your phone number in international format including + Country Code, for example +44 for United Kingdom. If you aren't sure what is your country code, please write your country in the comments section.
=

Welcome to Alpha Z Advisors

This website and contents are directed to Qualified Eligible Persons (QEPs) as defined in CFTC Rule §4.7, providing exemption from certain disclosure requirements for commodity pool operators.  Get your free report by filling out your info here:

Please enter your phone number in international format including + Country Code, for example +44 for United Kingdom. If you aren't sure what is your country code, please write your country in the comments section.
=

Enter your email here to get updates from our blog:

Subscribe to Blog via Email

Enter your email address to subscribe to this blog and receive notifications of new posts by email.

To learn more about Alpha Z Advisors please call 312-470-6260.