Multicurrency Strategy

Multicurrency Strategy


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The investment objective

The profitability from the formation of a neutral market position in selected currencies that independently from the short-term market conditions.

The risk – management is provided by the acquisition of highly reliable securities.

Investment policy

Levelling the risks of the aiming positions, a market-neutral combination, focused on income generation, as in the fall, and with the growth of the stock market-is formed in the portfolio

Proper selection of tools provides ample opportunity for portfolio diversification and allows you to generate a monthly income between market valuations of companies – competitors to the price disparities, in the currencies chosen by the customer.

Interactive approach
  • an assessment of a random process in the boundaries of statistical advantages;
  • a unique on reliability system of risk – management, which maintains market-neutral position;
  • statistical analysis and analysis of price distortions;
  • analysis of the entry / exit points and diversification of products;
  • construction of the stochastic models;
  • evaluation and research of competitors, comparative SWOT analysis;
  • calculation of the position’s limits and analysis of market risks;
  • effective system of risk – management, regulation and protection of investors;
  • analysis of the legislation, tendencies and trends and the Company’s markets;
  • analysis and financial evaluation of business;
  • capital protection is provided by the purchase of securities of highly mediated by the major international banks (UBS, Credit Suisse, Julius Baer);
  • the unique system is the development of companies with highly liquid securities from different sectors of the economy.

Stable low-risk securities. LIBOR 1Y + 10%

Currencies: Up to discussion with the client

Investment horizon of 2 years

Indicative Portfolio

Management results 2013: