CP Capital is a registered CTA, managing a diverse mix of commodity instruments. The program is designed to generate absolute returns with low correlation to other commodity products, traditional financial benchmarks and fund strategies.
The investment strategy is based upon fundamental research of each commodity that drives the modelling process. The investment managers draw upon an established global network of commodity industry professionals; ranging from producers and consumers to industry consultants and traders. The portfolio managers utilizes a formalized, proprietary, quantitative analysis to provide scoring for each commodity traded in the program. The scoring is designed to neutralize or enhance bias.
The firm's Process Strategy utilizes a proprietary, backtested technical model for enhanced trade execution. No subjectivity deciding where to enter and exit trades. This discipline also creates better risk management. A disciplined portfolio construction methodology calculates proper position sizing based on the probability of success. Positions are constantly rotated to the best risk/return opportunities.