TIME IS MONEY THINK DIFFERENT

Time is money, is a well known saying. It is a fitting description of how the Empirical Premium

Fund makes money – through the passage of time. No matter which way the markets move.

The same methodology a professional options trader has tested and proven, and made a living

from for nearly a quarter of a century, is available as a Time Placement in the Empirical Premium

Fund. A new alternative investment, an alternative income time placement.

A Time Placement in the Empirical Premium Fund is the first opportunity of its kind that fully reflects the unique characteristics of option instruments that enables return maximization of option time

premium on a portfolio of options.

The advanced option portfolio management methodology, is a marriage of knowledge from experience and innovation, which makes use of

exclusive dynamic hedging algorithms and mathematical modeling processes - vital to

generating steady profits from time value and safeguarding capital.

Similar to the logic that ensures profits in the insurance and reinsurance businesses, the fund collects premium while always offsetting against

the possibility of risk.

The fund collects premium from selling options, taking advantage of the passage of time and

capitalizing on high-volatility (high price) and low delta (low risk) options.

The fund manager makes use of probability analytics and time and price limit equations to

structure a diversified portfolio of options strategies and adjusts options positions based on the underlying market volatility over the lifespan

of the options.

The advanced option portfolio management methodology progressively combines market-

neutral, non-directional (delta-neutral) and passage of time (theta) option spreads on

diversified assets and adjusts them over time.

Empirical Fund Managers stand at the leading edge of options management, trading technology and financial engineering. Investment decisions

are based on quantitative analysis. As quantitative fund managers the approach is to follow a set of mathematical techniques to evaluate risk, pricing

and timing in the options markets.

The fund managers specialize in the process of employing mathematical modeling skills to make

pricing, hedging, trading and portfolio management decisions.

With this approach, a large amount of information is processed and made comparable, thereby facilitating the process of making objective

investment decisions.

More than just a measurement technique, this approach effectively integrates risk management

into the investment process.

Empirical Fund Managers are equipped with real-time front-to-back office systems that provide live

market data covering all cash and derivatives products in all currencies, interest rates, equities,

credit, energy and commodities.

The technology and pricing systems also provide pre-trade analysis, option spread structuring, event alerts, trade execution, risk analysis and other tools designed to boost profitability.

Empirical Fund Managers have access to derivative pricing systems on a vast range of

instruments that includes all major currency pairs and emerging market currencies, over 800,000 bonds (sovereigns, corporates, euro bonds),…

… 50,000 stocks, indices and exchange traded funds, 500 energy products (power and gas, oil,

oil products, emissions), all commodities, all metals, 250 agriculture products, and all interest

rates (all yield curves).

The trading stations provide real-time option quote screens displaying continuously dealable two-way pricing, extensive reporting, charting,

analytics and algorthmics, margining, risk management, and extensive portfolio analysis

tools, including value-at-risk reporting,…

… real-time unrealized profit and loss, proprietary volatility skew models and a volatility-based

margining system. This allows 24 hour monitoring of risk assessment to efficiently capitalize on

market volatility and safeguard capital.

The fund utilizes multi-bank option pricing, probability analytics, and mathematical models

for developing, testing and managing option spread strategies and stochastic volatility models

that facilitate dynamic hedging.

Highly liquid markets are primarily traded such as options on the major currency pairs in which the trading volume is the highest. Over 80% of the entire volume of the market takes place among

these pairs and are the least susceptible to market manipulation or outside factors.

A Time Placement in the Empirical Premium Fund represents the first offering of an innovative new alternative investment that is a fusion between a

structured investment product, a time deposit and a hedge fund.

A Time Placement is ideal for investors who place a priority on principal protection but also seek to generate predictable, consistent returns based on the performance of various option strategies on markets such as a basket of foreign currencies,

gold, silver, equities, and commodities.

A Time Placement of twenty-four months serves a very important function. It provides the fund

managers with time to structure option spreads and manage positions in which to earn passage of

time value and results for the fund.

Investors must understand the program requires a commitment in time and should not be concerned

with the short-term fluctuations in fund value.

By investing in a Time Placement in the fund for twenty-four months, the fund is able to constantly

adjust the option portfolio and through the passage of time value per day of as little as 0.1%

and the power of continuous compounding realize a future value of over 100% return on investment.

Empirical Fund Managers and the Empirical Premium Fund are both government licensed and regulated, as well as audited and administered by

independent third parties.

info@empiricalpremium.com