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
UNCORRELATED 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
Unlocking Greater Returns Than Real Estate or Private Equity but with liquidity
BETTER RETURN THAN PEERS
Consistently outperforming other currency strategies
Distinctive features
1
Historical Study.
The Historical Analysis 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 “this time is not different”, 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 a key element for the strategy’ success.
Diversification + Exit Process
= More protection
5
Strong operational environment
The entire methodology, from the historical analysis, through the identifaction of opportunities…. with a procedure based on highly-computational systems and execution capacity.