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The key elements of
ALT-FX's trading strategies include
a strong management team, the right forecasting tools and proper
risk management. We trade with a medium-to-long term view - this
involves investment trading strategies beyond a three-month horizon.
The investment strategy set for the Portfolio is long term in nature
compared to our peers and as a consequence the leverage is lower
than the normal leverage utilised for this trading style, targeted
between 4 and 8 times of funds under management.
The investment manager applies a
proprietary forecasting model, Leading composite Index (LCI) that
focuses on central bank records, statistical economic data and
financial markets’ information. Quantitative risk management
measures such as “Value At Risk” and non-linear volatility
parameters are utilized. These in conjunction with a qualitative
checklist to ensure sound investment practices are always adhered
to. |
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