Empirical Private Investment Office runs a trading operation specializing in crude oil price volatility that is structured around the experience and 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. We use visualization tools to anticipate market movements and make proactive trading decisions—identifying and capitalizing on market opportunities at lower timeframes that are not immediately apparent to most market participants—while also identifying when institutions that are not interested in intraday price fluctuations are slowly building up large positions that influence momentum in the markets and move the price for several days, weeks, and sometimes months.

Markets are a complex entanglement of crowd behavior and future expectation. We leverage an understanding of market behavior and institutional liquidity manipulation, with proprietary market behavioral pattern recognition, institutional market intelligence, and high-speed algorithms to capture profits from price volatility. We do not try to predict the future—we respond to what is rather than anticipating what should be. Our data visualization tools present data in a comprehensible manner enabling statistically driven decisions with a high degree of confidence. 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.  

We offer an outsourced trading operation where our high-speed execution algorithms can synchronize trade execution to special purpose crude oil derivatives accounts with a financial institution—preserving the exact timing, sizing, and execution logic of the original trades, automatically scaled to individual account equity. Terms can be tailored to account size, risk appetite, liquidity, and strategic horizon.

Tap into our experience and understanding of market behavior.