Профиль HMNH_Capital
HMNH_Capital

Имя:
HMNH Capital
Биография:
HMNH Capital, LLC is a currency management company focused on fx quantitative strategies.

The company applies a quantitative and systematic approach to investment management with the aim of generating high-quality and diversifying alpha for its clients’ portfolios.

We implement our alpha strategies through managed accounts.

* We believe that exchange rate movements between developed market currencies are mostly random. Therefore, exchange rate returns cannot be predicted with any consistency. Periodically, however, exchange rates exhibit characteristics that can be exploited in a systematic manner to generate excess returns.

* We believe that the best way to add value in currency overlay management is by controlling risk of loss successfully.

* Understanding fundamental and quantitative trading strategies

* Capital preservation is a function of systematic risk management and fail-safe operations.

* To achieve a desirable asymmetry of returns we have developed a proprietary, statistical model-based approach.

* HMNH Capital, LLC seeks to achieve this objective by employing proprietary statistical models that identify and exploit specific features in the structure of currency risk. The configuration of these models has been designed to attain a high level of expected return relative to downside risk.

* Currency markets have inherent characteristics that can be exploited to capture alpha

* These characteristics are relatively short term and are best exploited using systematic tools.

* Business success is a function of having the right team dedicated to these basic beliefs
Specialties

Quantitative trading, Statistical arbitrage, Market Making, Algo Trading, Spread Trading, Momentum Trading, Systematic trading, Tape reading, Algo reading, VaR, Stress Test, Hedging, Risk Management.

www.hmnhcapital.com
Стиль торговли:
The FX SelectiveQ Program presents a quantitative investment strategy that is capable of producing strong risk-adjusted returns of portable alpha. The strategy combines mean reversion and momentum strategies to construct a diversified statistical arbitrage approach. Dynamic portfolio optimization is utilized to re-balance exposures as the market environment evolves. These strategies are based on the statistically-proven persist existence of very short term behaviors in fx prices.
Девиз:
"www.hmnhcapital.com"
Опыт: Больше 5 лет
Местоположение:
Поручители: 0
Зарегистрирован: Dec 05 2010 at 21:59
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