Overview

The Macro Commodity Strategy offers clients access to short to medium term opportunities in commodities, forex and market indices. It is an absolute return strategy based on large data modelling and strict risk control. We aim to offer clients the ability to tailor their own risk through the use of SMA’s.

Strategy profile

• Daily liquidity
• SMA structure
• Expected return 25% with 15% volatility
• Fees 2% management fee, 20% performance fee



Our Objectives

• We aim to achieve a high level of alpha with low correlation to global markets

Our Approach

• Model based discretionary trading approach
• Liquid futures markets only
• Primary focus on Crude oil, natural gas, Index futures, metals and forex futures
• Strict risk control parameters
• Focus on 2 to 5 day holding periods from key inflection points
• Rigorous trade selection