Monarch Capital Management, Inc.

Portfolio construction on target volatility 
Theoretical and empirical development
Econometric and Non-linear approaches
Applications of Mandlebrodt's theories

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Visit www.monarchfxoptions.us to view various metrics and accounts statements for one of our current modeling projects in the FX options markets.

We are currently in the development phase and plan to fund the project with house capital in Q4, 2011,

Based on comparison of live metrics vs. modeled metrics, we aim to begin offering ECP's limited capacity in Q2, 2012.

 

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