- Advertisement -
- Advertisement -

Calculo Clinches Award for Best AI Commodity Strategy

- Advertisement -

Stockholm (HedgeNordic) – Commodity-focused trend-follower Calculo Capital has received recognition as the “Best AI Commodity Trading Strategy” in Europe, awarded by cfi.co. Headquartered at the Charlottenlund Palace just outside Copenhagen and led by founder Philip Engel Carlsson, Calculo Capital employs a systematic strategy designed to capture smaller, short-term trends within larger trends across commodity markets.

“This distinction is a testament to our comprehensive journey and methodology focused on commodity trading,” Philip Engel Carlsson comments on the recognition. “I extend my gratitude to the dedicated team around Calculo and all those who have contributed to this achievement.” The genesis of Calculo Capital’s strategy traces back to Carlsson’s research and development under the commodity research and software company he founded in 2011. After successfully developing a commodities trading engine and management tool, Carlsson registered Calculo Capital with the Danish FSA as manager of alternative investment funds and subsequently launched Calculo Evolution Fund in 2018.

“This distinction is a testament to our comprehensive journey and methodology focused on commodity trading.”

Calculo Capital’s trend-following fund seeks to capitalize on fluctuating prices of underlying commodities in the futures markets while relying on artificial intelligence to optimize exits and adjust exposure based on historical observations. Calculo’s trend-following strategy trades the most liquid commodities, spanning energy, metals, agricultural commodities and softs such as coffee, cocoa, and sugar, among others. Carlsson advocates for commodities as a crucial element in a well-diversified investment portfolio. According to Carlsson, commodities offer protection against cyclic corrections due to their lack of correlation with traditional investments such as stocks, bonds, and real estate.

Since its launch in August 2018, Calculo Evolution Fund has delivered an annualized return of 3.3 percent with a standard deviation in returns of 6.5 percent and a maximum drawdown of 6.7 percent over more than five years. The fund has shown a correlation of just 0.04 with the MSCI World, a negative correlation of 0.06 with the Vanguard Total Bond Index, and a low 0.26 correlation with the SG CTA Index, highlighting its effectiveness in diversifying a portfolio. In early 2023, Calculo Capital launched a higher-risk, higher-return version of its Calculo Evolution Fund.

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

Eugeniu Guzun
Eugeniu Guzun
Eugeniu Guzun serves as a data analyst responsible for maintaining and gatekeeping the Nordic Hedge Index, and as a journalist covering the Nordic hedge fund industry for HedgeNordic. Eugeniu completed his Master’s degree at the Stockholm School of Economics in 2018. Write to Eugeniu Guzun at eugene@hedgenordic.com

Latest Articles

Improved Environment for Single Shorts and Options Protection

Stockholm (HedgeNordic) – Marcus Plyhr’s cautious stance on markets helped Norron Select minimize losses in 2022, closing the year with a low single-digit decline...

Strong May Performance for Nordic Hedge Funds

Stockholm (HedgeNordic) – The Nordic hedge fund industry is experiencing one of its strongest years on record, marked by seven consecutive months of positive...

New Billion Club Member

Stockholm (HedgeNordic) – The Nordic hedge fund industry is welcoming a new member to its exclusive €1 billion club: Asgard Fixed Income Risk Premia...

Coeli Partners with Peter Norhammar for Real Estate Fund Launch

Stockholm (HedgeNordic) – Swedish asset manager Coeli is partnering with real estate specialist Peter Norhammar and NRP Anaxo Management to launch a new long/short...

Borea Welcomes New Majority Owner

Stockholm (HedgeNordic) – Norwegian fund boutique Borea Asset Management has a new majority owner. A consortium of independent banks within Frendegruppen, Norway’s second-largest banking...

Estlander Awaiting the Black Swan

Stockholm (HedgeNordic) – Finnish systematic asset manager Estlander & Partners has been in the business of providing so-called “crisis alpha” for decades through one...

Allocator Interviews

Latest Articles

In-Depth: High Yield

Voices

Request for Proposal

- Advertisement -