Jaguar Investments Ltd – Aegir Capital Strategy
Trading Strategy: Commodity Relative-Value / Energy / Restricted to QEPs
Program Description: The AEGIR CAPITAL Strategy adopts an algorithmic approach to exploiting price inefficiencies in the exchange-traded energy futures markets. The strategy is a forward-looking, dynamic investment model that evolves as the market evolves. The strategy utilises a proprietary knowledge-base containing multiple trade structures that are executed in specific scenarios. The strategy does not use options.
Program Start Date | Jan-2012 |
Percent Discretionary | 10% |
Percent Systematic | 90% |
Minimum Investment | 1,000,000 |
Management Fee | 2.00% |
Incentive Fee | 20.00% |
Margin | 10-15% |
Round Turns per Million | 10,000 |
Currency | US Dollar |
NFA No: | #034105 |