Investment Overview
Strategy Description
The CTA Trend I ﴾FX‐only﴿ strategy is a systematic, medium term trading view that
seeks alpha returns in the currency markets. Trade ideas are generated through a
model based investment process requiring a pre‐determined signal confirmation of an existing or new trending environment.
The strategy covers a maximum exposure to eleven currency pairs with a concentration around the majors to improve liquidity and reduce volatility spikes. Position sizes are equally weighted and limited to one strategy per currency pair, in order to capture each market opportunity. Risk controls are systematically implemented on each trading signal.