Leon Cooperman’s Omega Capital partners, which was long healthcare roll-up Allergan as one of the top holding through the turbulent August to October period, found its most profitable strategy component to be an option selling strategy, recent investor slides reviewed by ValueWalk reveal.
What also stands out is the fund’s category exposures. Omega’s short equities / futures / options category, expressed as the “short” side of the long short strategy, experienced an odd performance ratio disparity during the stock market crisis that might have occurred as a result of options selling.
Omega Capital's recent long / short performance disparity was odd at -14.93 percent long performance and 0.05 percent short...
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