The Metals Alpha trading program is for Qualified Eligible Persons (QEPs) only. It uses a top-down method, beginning with a fundamental approach, digesting quantitative data, and rounding out with technical analysis.
The Metals Alpha trading program seeks value in short- and long-term fundamental expectations using a proprietary multifactor “quantimental” trend & mean-reversion model.
1. Current and Future Central Bank Policy Shifts
2. Supply & Demand Dynamics
3. Macro Themes
4. Anticipated Trend of Economic Data
Metals Alpha Trading Program
The Metals Alpha trading program uses a top-down method, beginning with a fundamental approach, digesting quantitative data, and rounding out with technical analysis:
The Advisor will look to current and future central bank policy shifts, anticipate economic data trends, and assess the macro landscape at large.
Expressing a view in markets will also include an assessment of current and future supply-demand imbalances with a favorable risk/reward ratio in the market
The trading program seeks to create core long exposure within a longer timeframe when an asset's factor models are triggered.
While Blue Creek is a CTA, Metlas Alpha utilizes a quantimental trend & sentiment approach that stems from the Trading Principal's discretion on asset selection, sizing, and execution.
Asset within the metals sector include Gold, Silver, Copper, Platinum, Palladium, and Aluminum.
Trade structures are designed to limit risk and do not take outright short option positions in the market.
The Metals Alpha program only trades exchange listed futures and options on futures contracts.