Albedo Capital SAS : Albedo Systematic FX

Summary

Albedo Capital is a French regulated management company. Invested on the most liquid Forex pairs (G10), our portfolio of short term fully systematic strategies seeks risk-adjusted Absolute Return by relying on a set of in-house technical signals, result of more than 15 years of R&D. The complementarity of our trend-following and mean reversion strategies allows us to trade every market cycle. The program is available through managed accounts and through 1 mutual fund, Albedo Absolute Alpha FR0013031622.

Investment Strategy

The strategies are designed to target and accumulate small gains with high probability & consistency thanks to the relevance of our proprietary technical indicators. Delivery of non-correlated Alpha through complementary short term trend-following and mean reversion strategies. The program is 100% cash every Friday night, at market close.

Risk Management

Albedo’s fund objective is to deliver risk adjusted absolute returns, non correlated to traditional asset classes. The investment process is fully systematic and relies on technical analysis of the most liquid Fx pairs. Every strategy includes dynamic stop-losses to secure positive returns and cut losses systematically. The strategies are designed to benefit from short-term recurrences and inefficiences on markets.
Albedo Capital's target:
o ROR: 15 to 25%
o MDD: 10 to 15%
o Sharpe: 1.5 to 2.5
o Volatility: 10 to 15%