Jan17- Oct19 net cumulative return 39% & sharp ratio 1.03 against it’s ACWI universe 35% & 0.81.
Trade, FX, Ticker, Holding Period, Position Return, Portfolio Contribution
Short, CAD, CPG, 16Jul-10Oct, -18.20%, -0.20%
Short, GBP, DRX, 16Jul-10Oct, 4.40%, 0.04%
Short, GBP, INTU, 16Jul-10Oct, 52.40%, 0.53%
Short, GBP, TED, 16Jul-10Oct, 41.75%, 0.46%
Immediate transparency, 3 day full liquidity, 3rd party custodian.
The A.I. assesses Econometric, Fundamental, Qualitative, Quantitative, Technical and Traditional data and, sentiment from documentation and news flow.