Meliora Capital LLP

About us

We are an investment management firm that uses systematic investment strategies to deliver strong risk-adjusted absolute performance (i.e. "alpha") that is uncorrelated to the other markets and investment strategies typically part of an investor's portfolio.

We are headquartered in London, United Kingdom, are authorised & regulated by the FCA, registered with the CFTC and a member of the NFA.

Investment strategy

Since 2014, we have been running our systematic, short-term, commodity absolute return strategy on clients assets, using pari-pasu segregated managed accounts.

The advantages of the program are:

  • Short-term: the program is purely intraday, mitigating gap risks.
  • Uncorrelated: we only trade liquid commodity futures contracts, substantially reducing the correlation with other managers.
  • Low-margin: our average margin-to-deposit is ~2%, offering a low cost of cash to the investors.

The strategy attempts to profit from dislocations in the volatility of a basket of commodities by taking synthetic long volatility positions on certain occasions.


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