Time is Money. Think Different.

1. TIME IS MONEY
THINK DIFFERENT

2. 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.

3. 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.

4. 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.

5. 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.

6. 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.

7. 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.

8. 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.

9. 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.

10. 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.

11. The fund managers specialize in the process of
employing mathematical modeling skills to make
pricing, hedging, trading and portfolio
management decisions.

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

13. More than just a measurement technique, this
approach effectively integrates risk management
into the investment process.

14. 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.

15. 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.

16. 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),…

17. … 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).

18. 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,…

19. … 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.

20. 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.

21. 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.

22. 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.

23. 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.

24. 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.

25. Investors must understand the program requires a
commitment in time and should not be concerned
with the short-term fluctuations in fund value.

26. 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.

27. Empirical Fund Managers and the Empirical
Premium Fund are both government licensed and
regulated, as well as audited and administered by
independent third parties.

28. info@empiricalpremium.com