Arctic Blue Capital (ABC) is an absolute return investment vehicle.
ABC is a commodity only systematic fund using a suite of trading models employing diversified signal processing techniques to adapt to changing market conditions, to capture different types and durations of moves.
The commodity underlyings generate more robust and sustained signals than other classes due to the presence of hedgers and other non profit maximising market participants.
The strategy has displayed low correlation versus other systematic strategies as well as displaying good diversification against other hedge funds and other asset class investments.
Arctic Blue Capital is an affiliate of H2O asset Management since October 2017.