Empirical Private Investment Office isn’t just a name—it’s a declaration of experience. We run a professional trading operation specializing in crude oil, that is structured around the experience and capital of Robert Nash—an independent trader with a history of 35 years of trading his own capital for a living, risking his own money in the market, and owning proprietary trading firms and a hedge fund management company.

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.

Trading strategies start from an assumption that the purpose of the marketplace is to facilitate trade, and the market is a constant auction process. We monitor professional-level order flow intelligence and actively capture opportunities based on price activity, behavioral pattern recognition, sentiment analysis, statistical probabilities, and seasonality information. We maintain high liquidity reserves—positioning with confidence to high-conviction asymmetrical opportunities when potential reward far outweighs the risk. 

Alignment with market behavior matters more than prediction—trading performance is a reflection of risk-on/risk-off strategy deployment, high trade frequency, or single-trade conviction. Some days—one trade, one conviction—is worth more than a hundred trades. Position sizing, entry, exit and trade frequency are dictated by current price action, auction dynamics, volatility, liquidity, and asymmetric risk. There are always opportunities in play for making money whether markets are going up or down that potentially can lead to a lot of money being earned. 

Our high-speed execution algorithms can replicate trading to multiple accounts held with a financial institution that issues account statements—preserving the exact timing, sizing, and execution logic of the original trades, automatically adjusted to individual account equity. 

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