Cameron Patrick Email & Phone Number

Chicago, IL, US

Chicago, IL, US

Volatility hedge fund focusing in equity derivatives

• Utilized advanced option hedging techniques to manage risk and equity positions for the fund.
• Generated a 56.81% return outperforming the S&P by 36.25% during the 17 month tenure.
• Generated 13 out of 17 profitable trading months with the two lowest monthly drawdowns being -4.05% and -1.28%.
• Produced a calmer ratio of 7.08 almost 5x greater than that of the S&P during the same time period.
• Produced a standard deviation of 4.03% with a downside deviation of 1.31% vs 3.29% and 2.18% for the S&P.
• Demonstrated exceptional risk management throughout the performance of the fund by having a firm grasp of option hedging techniques with regards to a view on a position, time until expiration, price cycle of the.

Eugene, OR, US

• Manage approximately $50,000, through D.A. Davidson's nationwide portfolio group competition.
• Lead the group to a 1st place finish out of 29 schools nationwide.
• Responsible for trade execution as well as position sizing within the portfolio.
• Monitor portfolio performance and communicate portfolio updates weekly to the UOIG.
• Oversight of group standards, analyst behavior, analyst discipline and analyst stock selections.

Eugene, OR, US

• Presented seven equity research reports to the UOIG on the following companies: DE, DOW, NPK, BCR, CNU, EOG and DMND.
• Created discounted cash flow statements that were used to determine the intrinsic valuation of a company.
• Constructed comparable anlysis models to determine relative valuations across a variety of companies.

• Studied complex derivative trades and positions while constantly focusing on risk.
• Learned how to hedge positions via options in all different types of market environments.
• Developed understanding of Delta, Gamma, Vega and Theta and how each Greek is important for every type of option strategy.
• Studied delta neutral strategies and how proprietary trading firms offer and take liquidity.
• Studied synthetic positions and how they can be used for arbitrage opportunities.
• Studied Sheldon Natenbergs, “Option Pricing and Volatility”.

Seattle, WA, US

• Studied the perils of VaR and Modern Portfolio Theory.
• Learned about the dynamics of Extreme Value Theory and why it is more effective in asset management.
• Developed a deep understanding of correlations and asset allocation.

• Learned value investing principles as well as identifying intrinsically undervalued securities.
• Forced to think outside the box in terms of risk.