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FOCUS
the dynamic energy futures program
FOCUS is a niche, dynamic, energy program capturing alpha from short-term (3-30 days) investor behavior in the energy markets (e.g. herd effect, greed/fear overreaction) and subsequent market imbalances. The program uses predominantly price but also some fundamental data to dynamically take advantage of predicted investor behaviour during different market regimes and cycles by trading a focused portfolio of about 10-15 energy futures contract globally. The target return for the strategy is 12%+ at a volatility of ~10% per annum.
sources of alpha
short-term investor behaviour
how does the program extract it?
it uses price and fundamental data to dynamically identify and capture investor behaviour-led short-term market opportunities
markets and instruments traded
10+ global energy futures contracts
target return and volatility, P.a.
12%+, 10% volatility
available product STRUCTUREs
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