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 Credit Risk
NO Equity Risk
NO Curve Risk
NO Liquidity Risk
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
Against all asset classes
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
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
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.
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.
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
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.