Imbue Capital’s Quantitative Commodity Fund leverages off our unparalleled fundamental knowledge of commodity markets to create systematic trading approaches. This fund employs a multi-model approach that includes both directional and relative value models and aims to generate sustainable uncorrelated absolute returns using the major international futures markets. This fund takes long and short positions that creates hedges that reduces volatility and provides an avenue to profit across all market conditions.
Our quantitative strategy employs numerous algorithms to capture dislocations that arise due to behavioural biases, predictable capital flows and market inefficiencies. Our approach is built on an active research agenda that drives ongoing strategy innovation and evolution. We use advanced techniques from data sciences and machine learning in combination with our experienced expertise in international markets to support this research approach.
If you’d like more information about our Quantitative Commodity Fund please don’t hesitate to get in contact by emailing us through our contact page.