- A focus on generating strong risk-adjusted returns, and low or even negative correlation to credit, FX, equities and competitors
- It is a levered strategy (0-3x): Aiming to offer positive absolute returns with 10%-20% volatility
- Benchmark agnostic: Flexible approach to G10 and Emerging Markets FX, rates, and aggregate credit opportunities
- Strong risk management discipline: Rigorous stress testing conducted on betas, volatility, tail-risk, drawdowns, and other risk factors, both pre-trade and on an ongoing basis
- Managed by a seasoned portfolio management team: who have worked together for over 10 years.