Electricity Relative Value strategy is an electricity market neutral strategy aiming to deliver strong risk adjusted return with low volatility and little or no correlation to other asset classes.

The Investment Manager has a long term proven positive track record. He participated in the market since its inception (excess of 30 years). He has a extensive experience in risk management of similar portfolios.

Industry intelligence indicate that the strategy is unique, and the extensive market experience is used to reduce inherent tail end risk of the mean reversion strategy.

Introduction of more weather dependent renewables into the market has created more price volatility and inefficient pricing with mean reverting trends that can be exploited with a systematic relative value investment process.

The outcome of this strategy is an attractive uncorrelated return.

The contracts in the strategy are all listed on the exchanges that offer electricity futures around in Europe. Through it we will have a 100% transparent product.