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