January 1, 2017
Aquantum has successfully started the live trading of its ACS Energies Program. This program trades the energy market components of the ACS Program in a standalone version.
ACS Energies is statistical arbitrage in nature, by calculating and identifying statistical mispricing in the forward curve of the six major energy futures markets, wti crude, brent crude, natural gas, heating oil, unleaded gas and gas oil. Trading signals are primarily a function of supply and demand dislocations driven by seasonality and weather conditions, implied storage costs, idiosyncratic events (e.g., price shocks), and increasing/realizing convenience yields.
Historically, the returns of the ACS Energies Program have been uncorrelated to the returns of other asset classes.
Please contact us for further information regarding the ACS Energies Program.