Strategy

FX

Statistical Arbitrage Mean Reversion strategy, applied to 8 major currencies (AUD, CAD, CHF, EUR, GBP, JPY, NZD, USD).

LONG TERM STABLE RETURN

Strategy designed to achieve positive returns in all market environments.

NO Leverage

NO Credit Risk

NO Equity Risk

NO Curve Risk

NO Liquidity Risk

RISK MANAGEMENT

Each position is protected against extreme movements, which has led to an extraordinary success rate.

+ 2500 positions taken

Only 5 have been closed at a loss

DECORRELATED RETURNS

Against all asset classes

GOLD	HFRI FX	STOXX 600	Corporate Bonds
0,06	-0,15	0,09	0,02

DAILY LIQUIDITY

In all our strategies

Capacity to generate higher returns than Real Estate

or Private Equity but with liquidity.

BETTER RETURN THAN PEERS

Consistently outperforming other currency strategies

Differentiating Elements

1

Historical Study.

The historical study contains more than 10 billion data. More than 2 million pieces of data are added every day.

+ 10.000 M

2 M added every day

2

Finding the best opportunities.

The system is able to find extreme situations among thousands of possible combinations within the investment universe. Since inception, more than 2,500 have been taken that implied a 1% or lower percentile event.

3

Portfolio protection.

The process of portfolio protection consists of recognizing that “this time is not different”, that the worst historical situation may occur again and therefore you must be protected against such an event. We introduce the concept of “Total Protection”, whereby each portfolio position is protected against events that have not occurred, reducing the probability of loss to the extreme.

4

Allocation and exit process..

It is fundamental to the success of the strategy. Through this process, the model takes advantage of currency movements to increase profit while further protecting each portfolio position.

Diversification + Exit Process

= More protection

5

Robust operational environment

The entire process, from the historical study, through the identification of opportunities, risk control and order execution, is based on 100% proprietary tools, with a process based on systems with high computational and execution capacity.