Meliora Capital LLP
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.
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.