ALPHA PROGRAMS

1OAK Capital offers a number of liquid, fully systematic alpha investment programs.  They can be accessed in a variety of formats including managed accounts at dbSelect and Societe' Generale in addition to fund formats, notes, certificates and warrants.

1 OAK ACORN 

Asset Class 

Commodity futures only 

Investment Style

Systematic, commodity market neutral

 

 

ACORN is a portfolio of systematic, market-neutral, long-short commodity strategies. It uses a blend of uncorrelated quantitative sub-strategies that seek to exploit mismatches in relationships that arise in commodity futures, using liquid contracts from commodity markets around the world.  The program has a targeted volatility of 6%-8% p.a.

Since inception in April 2012, ACORN has displayed consistent risk-adjusted returns with low correlation to financial and commodity markets and other commodity managers.  In addition ACORN was nominated as best emerging CTA manager at the 2015 Pinnacle Awards in Chicago.  

 

1 OAK GI MACRO

Asset Class

Commodity, equity and government bond futures

Investment Style:

Systematic, multi strategy, short-term

 

 

1OAK GI Macro is a cross-asset, systematic investment program comprising a diversified portfolio of sub-strategies implementing short term trades with holding periods ranging from intra-day to several days, investing in commodities, equities and government bond futures.  The program and has a targeted volatility of 6%-8% p.a..

 

1 OAK STARR 

Asset Class 

Interest rates and government bond futures only

Investment Style

Systematic, non-traditional bond, long/short

 

1OAK STARR is a diversified portfolio of systematic strategies designed to provide stable non-traditional bond and alpha returns with a large investment capacity. The strategies trade only the 20 most liquid government bond futures across the G10 interest rate spectrum, exploiting the shape of curves, interest rate differentials, cross interest rates coupling and decoupling and other signals. The standard program has a targeted portfolio volatility of 5%-7% p.a.

1OAK STARR was launched in February 2015 and is aimed at investors seeking alternative fixed income and non-traditional bond investments which can diversify duration and credit risk in both bull and bear markets.