The strategy is based on a systematic and fully automated directional programme that uses extensive quantitative analysis of real-time price data and sophisticated portfolio methodology to detect ultra-short to short-term market trends and reversion.
Speed, cost and efficient execution are critical to the investment strategy. Execution is entirely electronic and uses in-house proprietary software to ensure ultra-fast round times.
Execution costs and slippage are constantly monitored to ensure an
The week on Risk.net, July 14–20, 2017Receive this by email