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Aquantum Commodity Spread (ACS)
Market-neutral commodity strategy to continuously exploit seasonally recurring market patterns.
ACS provides professional clients with access to a systematic investment strategy that remains largely independent of macroeconomic, monetary and geopolitical influences. Furthermore, ACS is uncorrelated to other asset classes and investment strategies, both in the traditional and alternative product environment.
Seasonality has proven to be a stable source of risk premium and return over the decades, particularly in commodity markets.
At Aquantum, we understand this to mean seasonally recurring and therefore predictable patterns in the futures curves of commodity markets that we can exploit for investment purposes.
ACS is based on a reliable methodology and trades only intra-market calendar spreads in the most liquid commodity futures markets. The selection universe covers a wide range of target markets.
Managed accounts, offshore solutions, segment management
3 July 2013
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PAST PERFORMANCE IS NO INDICATOR OF FUTURE RESULTS. TRADING IN FUTURES/OPTIONS INVOLVES CONSIDERABLE RISKS.
It is therefore imperative to carefully consider whether such trading is suitable in light of the investor’s financial circumstances. A potential loss cannot be determined in advance and may exceed the collateral (margin) provided. Should interested investors consider trading, or authorise someone to trade, they should be aware of all the risk factors described in our Disclosure Document. This is available on request.
The performance rankings mentioned on this page, if any, do not represent the entire universe of CTA managers. Only firms that publish performance data are included.