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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