Plimsoll Capital

Armada Currency Program

Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%


-Plimsoll?s Armada High-Frequency Currency Strategy consists of a unique portfolio of non-correlated automated trading models that have been carefully designed to produce superior risk-adjusted returns in a variety of market conditions. The underlying trading models are based on proprietary econometric microstructure models of the FX market and adaptive filtering techniques designed to analyze the tick-by-tick price series and identify pricing inefficiencies and other non-random price movements that signal profitable trading opportunities. All of the underlying strategies are high-frequency in nature in that they attempt to profit from short-term price fluctuations rather than longer-term price trends. At the portfolio level, the combined effect of the underlying strategies resembles a dynamic market making strategy that selectively supplies liquidity to the market via limit orders according to real-time predictive price and volatility models.Several of Armada?s features give it an advantage in today?s algorithmic trading marketplace.  Armada features a proprietary adaptive strategy management system which automatically adjusts position sizing based on the likelihood of profit on each individual trade.  All of Armada?s risk and exposure are constantly monitored in real-time; risk management is controlled through diversification between trading models, currency pairs, and trading signal durations. Armada also features proprietary, currency-specific, adaptive execution algorithms to fine-tune entry and exits, minimizing the effects of slippage and market impact.&