Investment Objective & Strategy

Our Managed Account Strategy is anchored by an investment philosophy emphasising portfolio construction with an asymmetric return profile and definable downside risk to capital invested.

The Trading Team invests in spot, forwards, non-deliverable forwards, and option (vanilla and exotic) positions consistent with the investment philosophy. In portfolio development and management, the Manager adheres to a stringent 4-step process.
  1. The Trade Manager utilises a top-down thematic approach in developing underlying themes, drivers, and exposures to the macroeconomic landscape.
  2. The Trade Manager develops directional and non-directional biases in multiple foreign currency markets consistent with his top-down macroeconomic views.
  3. The Trade Trading Team constructs a portfolio of trades consistent with his above biases that offer advantageously skewed asymmetric return profiles and well defined downside risk.
  4. The Trade Trading Team consistently manages the downside risk of the portfolio while simultaneously allowing favourably performing positions to earn a larger VAR (value at risk).
Duration & portfolio turnover will vary as the Trading Team maintains flexibility to market conditions, positions trade where a specific currency pair offers a qualified edge, and in consideration for liquidity on trade entry and exits. We aim to achieve stable capital appreciation on behalf of our investors by identifying deviations from the set rules, laws of pricing and inefficiencies within the FX markets through the employment of the latest information technologies.
Investment Objective & Strategy
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