EPM: Emission Possible Model
The structural design of the carbon market is substantially similar to interest rates in that price discovery is to a great extent policy-dependent. Under cap-and-trade systems, policymakers gradually reduce the limit on emissions, putting upward price pressure on carbon allowances, and this explicit forward guidance as to the trajectory of these pollution caps creates an upwardly trending carbon curve. Our Emission Possible Model monetizes this phenomenon by trading a basket of carbon allowance futures on delta-adjusted basis using a momentum algorithm.
Futures on the EU Emissions Trading System (EU ETS), California Carbon Allowances (CCA) and the Regional Greenhouse Gas Initiative (RGGI).
EPM strategy is still being beta-tested with proprietary capital
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Fortinbras is proud to be an equal opportunity workplace. We are registered in the Austrian companies registry (Firmenbuch) under the number FN 281026z with managing director (handelsrechtlich) being Christopher John Kennedy. Our VAT ID is ATU72796218.
This website is not an offer to, or solicitation of, any potential clients or investors for the provision by Fortinbras of asset management, advisory or any other related services. No material listed on this website is or should be construed as investment advice, nor is anything on this website an offer to sell, or a solicitation of an offer to buy, any security or other instrument.
Fortinbras Asset Management GmbH is a tied-agent according to § 2 Abs. 10 KWG of the German Banking Act and falls under the regulation and authorization of BaFin, the Federal Financial Supervisory Authority in Germany. License number 80177742 in BaFin’s public register. Responsible investment firm is MEX Asset Management GmbH; managing director is Christopher Kennedy.
Strategies
Team
- Christopher Kennedy
- Jochen Renz
- Simon Crooks
- Lee Bostock
Contact
- +43 (1) 25 300 25 – 352
- office@fortinbras-am.com