Investment Methodology

The  management of Nautical has over 70 years of combined experience in the commodity and futures asset class.  The Nautical team believes in a systematic approach to investing.  All of our strategies are designed using rigorous quantitative modelling and backtesting.  Our goal is to indentify unique strategies, often without competitors in the alpha marketplace.  These strategies should have attractive risk/reward profiles compared to index oriented strategies.

Some of the ways Nautical is able to meet these commodity and futures asset allocation needs is through superior structured product design, historical data analysis, commodity asset allocation analysis, quantitative modeling, managed funds, and strategic trade execution. Proprietary analytic models and systematic algorithms developed by Nautical are utilized in the trade decision making process.  These models are comprehensive in nature and examine all technical aspects of the commodity marketplace.

Nautical's analytical models may include correlation analyses, price trend recognition, mean reversion patterns, seasonality patterns, volume and open interest trends, Commitment of Trader report analysis, volatility spectrum analysis, and other proprietary programs.  An additional advantage Nautical utilizes is the unique data set created specifically for use in the original Active Commodity Index (ACI©). 

The complimentary skill sets of experienced Nautical personnel allows them to develop investment and trading ideas that are thoughtful and geared towards optimal success. Nautical is able to offer a host of complimentary services that will easily integrate with investors existing asset allocation needs.  The diversification benefits of Nautical strategies and expertise in the area of commodity and futures based investing will allow our clients to achieve their commodity and futures investment goals.