Tarpon Trading : Altair FX Alpha Macro

Summary

The Altair FX Alpha Macro program is an intraday, systematic macro trading strategy in G7 FX and the Chinese Yuan. The strategy provides daily liquidity and does not take overnight risk. The objective of the FX Alpha Program is to generate consistent top-decile absolute returns and achieve long-term capital appreciation by employing a proven systematic, quantitative, intra-day pattern recognition trading strategy that has been historically non-correlated to most other investment styles. Analyzing historical data, our models reveal that market adjustments form patterns that are signaled by price and volatility movements. We believe there is an inherent return opportunity by participating in these adjustments. We do not try to predict trends. Instead we participate in patterns that we have identified via our various Pattern Recognition Strategies. The program’s emphasis on risk management, liquid markets and strict daily controls has enabled it to achieve consistent, long-term, positive results with low volatility.

Investment Strategy

Our trading program has been developed based on a well-defined investment process. The buy and sell signals generated by the system are strictly applied. Human emotions are eliminated from the investment process. Risk Management factors into every stage of our investment process and research where all risk is predetermined and secured by our robust, internal framework. We attempt to balance the portfolio so that the risks on any one trade are never a significant portion of the overall risk. The strategy is structured so that all positions remain in interest bearing accounts or are converted back to cash by the close of each trading session.

Risk Management

Our risk management is methodical and pre-defined each day. We attempt to balance the portfolio so that the risks on any one trade are never a significant portion of the overall risk