Investment Overview
Strategy Description
ACS Energies is a systematic commodity market neutral trading program. It is designed to benefit from price dislocations in the forward structure of the six major energy futures markets: WTI Crude, Brent Crude, RBOB Gasoline, Natural Gas, Heating Oil, Gas Oil. Trading signals are primarily a function of supply and demand dislocations driven by seasonality and weather conditions, implied storage costs, idiosyncratic events (e.g., price shocks), and increasing/realizing convenience yields. Historically, the returns of the ACS Energies Program have been uncorrelated to the returns of other asset classes (traditional as well as alternative, incl. commodities).
