Lyncestis LLP

Overview

FX QUANT 11 is a trading program based on quantitative analysis, statistical arbitrage and position size management. Through these methods, it trades currencies of developed countries (EUR, GBP, CHF, CAD, AUD, NZD, SEK, NOK and SGD) in the spot markets and does not trade futures or options on futures on any organized exchange. This program analyses exchange rates between the currencies comprising the basket. The strategy identifies relatively strong and weak currencies and gives specific trading signals for each currency, which are then implemented against the 8 remaining currencies. The resulting positions are then implemented in the market.

It uses statistical methodology and not classical fundamental or technical analysis. There are no classical indicators which attempt to predict market direction (no one can predict market direction!), no pattern recognition techniques and no trading rules based on trader's experience. The trading system is always in the market, but portfolio weights are adjusted daily. Leverage is applied in line with client's preferred risk tolerance level.

Program Details