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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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