The ATLANTIC CAPITAL GLOBAL DIVERSIFIED PROGRAM employs a combination of discretion and statistical or system-based models, focusing on short to medium-term directional trading and a variety of relative-value strategies including intra-market seasonal/calender spreads, inter-commodity relative value trades and options strategies. Each approach is intended to have non-correlated returns, with strict risk parameters assigned to each strategy and trade.
Proprietary statistical models are employed for trading strategy analysis as well as risk management purposes, alongside analysis of market fundamentals, both from a macro and micro perspective. Market information flows are also accessed through a broad array of contacts developed through many years of experience in commodities trading. The combination of these factors, in conjunction with strict risk management, results in more consistent performance over the long term, mitigating draw-downs during negative periods.