- The FX fund targets a market neutral (long-short) return profile in the ultra-liquid spot FX markets for major G8 currencies.
- The FX fund utilizes a diversified portfolio of mutually orthogonal algorithmic strategies to benefit from various statistical arbitrage opportunities across FX pairs.
- The FX fund offers a return profile which:
1) is statistically independent of returns in the broader equity and bond markets
2) benefits significantly from high volatility
3) stabilizes equity and bond portfolio returns
- This makes the FX fund a great candidate for diversification of traditional stock and bond portfolios