First and foremost, we represent a risk management tool that prioritizes the preservation of capital.

Originally developed in 1997 by one of my partners and used by international banks such as Deutsche, Rabobank, Goldman Sachs and Credit Suisse from '01-'06, our technology is being offered through an independent asset management team that features a “forward-looking analytical model” that can be applied to a myriad of global markets, with specialized expertise for FX.

Even though technology concentration and resource deployment has primarily focused on execution latency, parallel analysis has remained stagnant utilizing the past 40 years of evaluation and application.

Gaining a few milliseconds does not overcome the lack of performance tied to out-of-date analytical observations and applications. While it may lessen the loss experience, Nano-second type execution does not offer heightened protection against volatility exposure; unforeseen geo-political, black swan events or other issues attributable to market uncertainty.

Being able to preset risk exposure and trade with reliability via a “forward-looking analytical model” has a myriad of advantages over competitors. They include a higher level of absolute return expectation and delivery. Inclusive of the gain is limiting risk to 50 bps or less.

Historically, these methods have only been applied to liquid markets, i.e. spot FX and managed futures; equity indices and other global macro asset classes. The question remains, “how effective has our model been during varying degrees of volatility?

Historical performances include:

•From 2008-2009, the model was used by Goldman Sachs and applied to a prop fund targeting the S&P E-mini market. ROI generated averaged net 2.3% per month with a Sharpe ratio of 2.74+.

•Regarding the Causation Economics Space (CES), the price direction motion analysis ranged from +77% to 92%.

•As applied to a custom designed FX model with profitability ranging from +.59% to 1.4% per week.

•Drawdowns have remained a single-digit event, with most recent experience at 3% and the highest event at 5% in from 2007-2009. Portfolio size ranged from $5M-$$25M.

•S&P DTI licensing test during 2007 resulted in performance at weekly return at +0.932% with maximum drawdown of -0.479, with two days recovery at 73.913% positive days and best day at +0.863%.

For a SMA relationship, we invite queries from endowments, foundations, pension schemes, UHNWI and funds. Meeting minimal allocation requirements, managed accounts can be customized regarding risk exposure; performance objectives, principal protection, liquidity options, etc.

Additionally, we welcome international bank queries regarding product development expertise for designing and launching specialized indexes and other types of product offerings.