Overview
• An actively managed basket of liquid currencies and short-dated developed market government bonds with a strong commitment to long-term capital advancement and low volatility
• Experienced investment team with a proven track record in delivering strong performance from macro and thematic FX investments during periods of market stress
• Rigorous investment process driven by a discretionary top-down macro approach and complemented by bottom-up, quantitative FX modelling
Investment approach
Our investment decisions are motivated by rigorous research on the key global structural and cyclical themes driving FX markets. We also adopt tactical trading themes for short horizon holding periods, either for return opportunities or for risk control.
With an in-depth emerging market culture and understanding and strong links with policy makers around the globe, our investment team undertakes joint consideration of cross-asset markets in formulating currency themes, supported by in-house rigorous and innovative quantitative FX frameworks. The portfolio construction is based on a 3-pillars approach.
Investment approach
Economic analysis
We rigorously analyse structural mega-trends for the global economy, business cycles, and the tensions between developed and emerging markets.
Focus on policies
We believe global monetary policies play a central role, but other relevant policy factors and political developments are factored into key investment themes.
Understanding markets
We understand that market sentiment, positioning, and price expectations is important to better identify market dislocations and investment opportunities, and improve market timing.
Enhanced currency specialists
Our experienced team of investment professionals have well-established and recognised expertise in currency management and macro analysis, and is highly regarded by some of the largest central banks, asset managers, sovereign wealth and hedge funds in the world for their orthogonal insights generated through original macroeconomic analysis and rigorous quantitative modelling.
Senior Portfolio Manager
Neil Staines
CEO and Co-CIO
Stephen Jen
Co-CIO
Fatih Yilmaz
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