Takahē Spread momentum Program
Approach
The Spread Momentum program trades calendar and cross-market commodity spreads.
Both long and short spreads are traded. Long spreads are spreads where the long position is in the near-dated contract and the short position in a contract further out on the curve, and vice versa.
Generically, spreads which our systems expect to show positive price momentum are bought while spreads with negative expected price momentum are sold.
Commodity seasonality is considered when trading these spreads.
Key Features
- Exploiting price momentum in commodity calendar spread markets
- Momentum-based, yet uncorrelated to other hedge funds and CTA programs
- Aiming to produce attractive returns regardless of the overall market environment
- Seasonality-aware spread exposure
- Integration of option-based risk management trades
- Consistent and statistically sound investment process
How to Invest
This program is available through separately managed accounts.
Managed accounts allow clients to create a bespoke investment exposure, customizing among others liquidity, funding levels, as well as risk and market exposures.
Performance
Please visit our Investor Area for further information.
Risk Notice
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Nothing on this website should be construed as an offer, or as a solicitation of an offer, to buy or sell any investments, securities or other financial instruments in any jurisdiction.
The investment programs or funds referred to on this website are offered solely on the basis of the representations expressly set forth in the relevant legal offering circulars, and no other information or representations may be relied upon. The investment programs or funds are only available to professional, institutional and otherwise accredited or qualified investors.
Any performance information is not a measure of return to a single investor, is not necessarily based on audited financial statements, and is dated. The performance may have decreased since this website was last updated.
The investment programs or funds referred to on this website involve a substantial degree of risk. Their performance may be volatile, which can lead to a partial or total loss of the invested capital.