Summary

The objective of the Blue Fin Managed Commodities program is to deliver high, consistent and absolute, risk-adjusted alpha returns to participants via the deployment of proprietary trading strategies. The program’s investments will be actively managed in the North American regulated commodities futures markets, with a view to achieving positive returns in both rising and falling markets. It is the aim of the Commodities Program to manage the risk and downside volatility in individual proprietary trading models that offer alpha returns in different market conditions and uncorrelated beta returns to traditional assets. The trading models are designed to extract profit from volatility and trend persistence via systematic strategies.