Diapason launches hedge fund strategy playing energy arbitrage opportunities in liquid futures

Independent commodity asset manager Diapason Commodities Management is launching a hedge fund trading spreads between commodity future contracts using a proprietary model of the refining industry.

oilrefinery1
Hedge fund strategy plays arbitrage opporutnities based on virtual refinery model

An innovative strategy exploiting arbitrage opportunities in the energy market is being opened for investment by Diapason Commodities Management, an independent commodity asset management company with more than $7 billion of assets in commodities.

Diapason Relative Value Petroleum Industry Fund, due to start live trading in the first week of February, trades spreads between commodity future contracts using a proprietary model of the refining industry to determine the equilibrium relationship

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here