Summary

We trade a wide range of currency pairs, based on a discretionary global macro approach. We monitor more than 70 currency pairs including Dollar pairs and non-Dollar crosses which does not include any restricted currencies or those with liquidity concerns. One of our objectives is to minimize correlation to equities and other asset classes - this can be achieved by creating exposures in non-Dollar crosses. We aim for positive returns with minimal use of leverage and drawdowns that are consistent with a positive risk:reward ratio (i.e., returning more in up months than we risk in down months). Our influencing factors include fundamentals, such as rates and policy, and technical analysis.