Investment Overview
Strategy Description
An absolute return strategy focused on copper arbitrage. The premise of the strategy is to exploit discrepancies that exist between copper contracts traded on the London Metal Exchange (LME) and COMEX due to fundamental and market structure factors. Copper in London will either price at a premium or discount to the contract traded in New York. This allows sophisticated participants to access the 'location arbitrage' opportunity.
Through both our experience and market relationships with various counterparties, we look to trade a niche, capacity constrained opportunity using futures contracts in a discretionary manner with proprietary systematic inputs.