Blue Creek

Energy Alpha

The Energy Program seeks value in short- and long-term fundamental expectations using a proprietary multifactor “quantimental” trend & mean reversion medal.

Energy

Currencies

Supply of US and Global Economies

Supply & Demand Dynamics of Energy Markets in Various Locations

Volatility and Skew cognizant Option Spreads for Asymmetric Returns without Unwanted Risk

Macro Themes Driving Markets

Fundamental Triggers

Growth

Value

Basis

Business Cycle

Supply & Demand

Sentiment

Ranking

Short-term Mean Revision

Proprietary Macro Factor

Volatility/Skew Probable Path

More about the Energy Program

The Energy Program seeks value in short- and long-term fundamental expectations. The Advisor will look to the current state of the US and global economies, the supply and demand dynamics of energy markets in various locations, as well as any macro themes driving the markets.

The Energy Program uses proprietary statistical and fundamental models to provide a framework for the Advisor's decision making.

Trades will be executed via futures contracts as well as volatility & skew cognizant option spreads to remove unwanted risk while allowing for asymmetrical returns. The Energy Program will focus primarily on major futures contracts with liquid options, but not be limited to such.

Asset classes include, but are not limited to, energy and currencies. Each asset class is assigned specific fundamental triggers including, but not limited to, growth, value, business cycle, sentiment, proprietary macro factor ranking, supply & demand, basis, and volatility/skew of the options market

Trade structures are designed to limit risk and do not take outright short option positions in the market. Please note that while Blue Creek adheres to certain risk management techniques, there can be no guarantee that these techniques will be successful.

The Energy Program typically results in 35% of the total assets of the Clients’ accounts being used to margin positions.  However, these percentages may be substantially different at Blue Creek’s discretion.

Register to

learn more about our

Energy Program

 

BLUE CREEK

CAPITAL MANAGEMENT

312-837-3944

141 W. JACKSON BLVD., SUITE 2845

CHICAGO, IL 60604

Futures trading involves substantial risk of loss and may not be suitable for all investors. Past performance is not necessarily indicative of future results.

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