Empirical Private Investment Office runs a trading operation specializing in crude oil price volatility and liquidity flow capture—structured around the deep understanding of market behavior of Robert Nash—a professional trader with a history of more than 35 years of trading and risking his own capital for a living.

The global oil market is a dynamic arena and deeply tied to geopolitics, economic speculation, and market sentiment. It's shaped by a complex interplay of financial instruments, speculative flows, and algorithmic strategies. In the past the daily trading volume of oil derivatives was roughly similar to daily oil consumption. Today the ratio is 60 to 1, which means that if 100 million barrels per day are being consumed globally, 6 billion oil derivatives are traded.

Different market participants have different motivations and are trading on different timeframes with different sizes. Large players build positions over days or weeks, while market makers and high-frequency traders exploit intraday fluctuations. Their overlapping decisions create momentum, reversals, and volatility that are inherently entangled. Price volatility is the visible outcome of this entangled behavior, where sentiment, speculation, and institutional positioning overlap. 

Volatility is engineered uncertainty in search of liquidity. We identify market dynamics not as a traditional two-dimensional chart, but as a continuous auction process that reveals asymmetries that are not immediately apparent to most market participants—such as identifying liquidity zones that attract institutional liquidity sweeps where large players deliberately push price into these zones to trigger orders and capture liquidity, and institutional directional positioning that can influence momentum that can move the price for several days, weeks, and sometimes months.

We leverage our understanding of market behavior and institutional liquidity manipulation, with market behavioral pattern recognition, institutional market intelligence, and high-speed algorithms to capture profits by aligning with the flow of liquidity-driven movements. We do not try to predict the future—we respond to what is rather than anticipating what should be. Performance is a reflection of position sizing, and trade frequency and is dictated by price action, order flow, auction dynamics, volatility, liquidity, sentiment, and asymmetric risk.  

High‑net‑worth investors and corporations are invited into alpha liquidity partnerships—where our proprietary trading operation and liquidity capital is synchronized across special purpose accounts with multiple financial institutions. High‑speed algorithms preserve timing, sizing, and liquidity logic, automatically scaled to account equity. Partners may begin with modest allocations, receive daily statements directly from the institutions, and can scale allocations once performance is demonstrated.

To explore tailored alignment of capital, initiate a private conversation.