The document describes the Empirical Premium Fund, which uses an options trading strategy to generate consistent returns regardless of market movements. The fund collects premiums from selling options and takes advantage of time decay to profit. It employs quantitative analysis and dynamic hedging algorithms to structure and adjust a diversified portfolio of option spreads. Investing in a 24-month "time placement" allows the fund to constantly adjust its option portfolio and realize over 100% return through the daily accrual of time premium. The fund is government regulated and aims to double investments in 2 years and return over 10x in 7 years.

1. empiricalempiricalRedefining Absolute Return

2. Redefining Absolute Return
E M P I R I C A L P R E M I U M F U N D

3. Time is money, is a well known saying. It is a
fitting description of how the Empirical Premium
Fund makes money – through the passage ofFund makes money – through the passage of
time. No matter which way the markets move.

4. The 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 a special purpose fund that isplacement in a special purpose fund that is
redefining the term absolute return.

5. 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
alternative investment that is a fusion between a
structured investment product, a time deposit
and a hedge fund.

6. 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 maximization of option time
the unique characteristics of option instruments
that enables maximization of option time
premium on a portfolio of options.

7. 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
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.

8. The methodology, is a marriage of knowledge
from experience and innovation, which makes use
of exclusive dynamic hedging algorithms and
mathematical modeling processes - vital to
of exclusive dynamic hedging algorithms and
mathematical modeling processes - vital to
generating steady profits from time value and
safeguarding capital.

9. Similar to the logic that ensures profits in the
insurance and reinsurance businesses, the fund
collects premium while always offsetting againstcollects premium while always offsetting against
the possibility of risk.

10. The fund collects premium from selling options,
taking advantage of the passage of time value and
capitalizing on high-volatility (high price) and lowcapitalizing on high-volatility (high price) and low
delta (low risk) options.

11. The fund manager makes use of probability
analytics and time and price limit equations to
structure a diversified portfolio of optionsstructure a diversified portfolio of options
strategies and adjusts options positions based on
the underlying market volatility over the lifespan
of the options.

12. The advanced option portfolio management
methodology progressively combines market-
neutral, non-directional (delta-neutral) and
passage of time (theta) option spreads onpassage of time (theta) option spreads on
diversified assets and adjusts them over time.

13. Empirical Fund Managers stand at the leading
edge of options management, trading technology
and financial engineering. Investment decisions
are based on quantitative analysis. As quantitativeare 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.

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

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

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

17. Empirical Fund Managers are equipped with real-
time front-to-back office systems that provide live
market data covering all cash and derivativesmarket data covering all cash and derivatives
products in all currencies, interest rates, equities,
credit, energy and commodities.

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

19. Real-time option quote screens display analytics
and algorithmics, margining, risk management,
and extensive portfolio analysis tools, includingand extensive portfolio analysis tools, including
value-at-risk reporting…

20. … real-time unrealized profit and loss, proprietary
volatility skew models and a volatility-based
margining system. This allows 24 hour monitoringmargining system. This allows 24 hour monitoring
of risk assessment to efficiently capitalize on
market volatility and safeguard capital.

21. The fund utilizes multi-bank option pricing,
probability analytics, and mathematical models
for developing, testing and managing option
spread strategies and stochastic volatility modelsspread strategies and stochastic volatility models
that facilitate dynamic hedging.

22. Highly liquid markets are primarily traded such as
options on the major currency pairs in which the
trading volume is the highest.trading volume is the highest.

23. A time placement 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
to structure option spreads and manage positions
in which to earn passage of time value and
cumulative results for the fund.

24. Investors in a time placement can look forward to
these expected future value milestones -
2x your investment in just two years...2x your investment in just two years...
and more than 10x your investment in seven
years.

25. Investors must understand the program requires a
commitment in time and should not be concernedcommitment 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%
adjust the option portfolio and through the
passage of time value per day of as little as 0.1%
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 byregulated, as well as audited and administered by
independent third parties.

28. Make use of our Time Placement Calculator on
our website to calculate expected future value ofour website to calculate expected future value of
your investment and time placement.

29. www.empiricalpremium.comwww.empiricalpremium.com