Expertize

First entering the FX spot market in 2014, we have continually advanced the automation of trading model research.

Our portfolio of momentum and contrarian models engineered between 2014 and 2019 still successfully operates on Forex spot market - the largest global market, with daily trading volumes exceeding $\(5\) trillion.

Over past 6 years (incl. 2024) the portfolio provided consistent positive annual net trading P&L with average Sharpe ratio about 3.0, hundreds of trades executed daily, and with $\(300\)M average daily trading turnover.

The portfolio's Sharpe in 2024 is above 4.0