Trade, FX, Ticker, Dates, P&L, Contribution
Short, EUR, APAM, Jun27-Sep24, 6.29%, 0.21%
Short, EUR, VAS, Jun27-Sep24, 17.89, 0.46%
Long, HKD, 3968, Jun27-Sep24, -9.16%, -0.07%
Long, HKD, 688, Jun27-Sep24, -13.32%, -0.24%
Long, USD, EBR, Jun27-Sep24, 11.21%, 0.09%
Long, USD, LKOD, Mar22-Sep24, -6.32%, -0.04%
Gross Month Realised Return: 0.41%
Net cumulative return 36% (Jan17-Sep19) and Sharp Ratio 0.98 against it’s ACWI universe 31% and 0.74.
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.