The Apache Managed Futures Strategy is a systematic trading programme that arbitrages the daily variation in the valuation of highly liquid exchange traded index futures over a number of time zones.

More specifically, the strategy aims to exploit the opportunities created by the extended trading session for futures contracts.

When both the futures and the underlying market trade, the futures price is guided by the behaviour of the underlying market. But after the close of the underlying market, the futures is “orphaned”, i.e. trades without the informational support of the underlying market.

The futures may then get carried away by external factors such as markets of other regions, i.e. the futures may experience a price deviation that may not be in line with the valuation of the underlying market in absence of significant news.

Apache exploits the fact that in absence of significant news the futures will mean-revert back to the valuation level of the underlying market when the latter re-opens the following day.

Strategy Category

  • Managed Futures, Systematic

Strategy Objective

  • Absolute return generation over medium term

Strategy Asset Classes

  • Only exchange-traded, highly liquid futures that trade across a number of time zones in Europe and the USA

Platform Facts

  • Strategy Manager: Old Park Capital, London, United Kingdom
  • Established: May 2009
  • Total Team Size: 15
  • Fund management team longevity: 8 years, since May 2005
  • Team average experience per person: 15 years
  • Regulated by: Financial Conduct Authority, United Kingdom
  • Ownership: Held entirely by senior management
  • Legal Advisor: Pinsent Masons, United Kingdom
  • Auditor: Moore Stephens, United Kingdom

Subscription information
Investment vehicle Managed account
Managed account held at Saxo Bank
IG Group
Interactive Brokers
CMC Markets
Managed account mandate to Old Park Capital
Subscription documents Account opening form
Investment management agreement

For further information, please contact the executive team: