Arctic Blue Capital

Arctic Blue Capital was a systematic, commodity-focused hedge fund manager trading a diversified portfolio of breakout, trend, and reversal models. Launched in Q1 of 2014 by Jean-Jacques Duhot at the Canadian sovereign pension fund, Caisse de Dépôt et Placement du Québec before being run in-house at CIBC Bank and Millennium Capital, the Arctic Blue Strategy was opened to external investors in June 2014. Arctic Blue Capital has an uncorrelated 7-year track record that allowed diversification for investors across equity, fixed income, and CTA portfolios as well as a standalone generator of sustainable alpha. Run as a fund with 1x, 2x, and 3x share classes as well as managed accounts, the program offered varying degrees of volatility as well as attractive capital efficiency to investors. The firm was based in London. Arctic Blue was acquired by H2O Asset Management.