A Disciplined Strategy for Unpredictable Markets
Custom Instruments
We invest exclusively in customized bank-issued Equity Linked Notes (ELNs) structured to our specifications. Each note is fully funded. Notes do not embody any options leverage.
Proprietary Edge
We use a quantitatively derived proprietary signals model to identify attractive note structures that include optionality across a carefully selected universe of 50 broad market ETFs.
Risk-First Approach
We dont chase yield. We target risk and transact when returns are sufficiently attractive. Capital protection is embedded in every position we take and we diversify risk across hundreds of positions.
Our Investment Process
Market Insights
We conduct quantitative research on market behaviour. Our proprietary signals model is used to identify opportunities and risks
Daily Bank Quotes
We review hundreds of bids that we receive each day from our panel of leading banks. Banks quote on our proprietary ELN structures
Select and Execute
After review of bank bids, we select quotes that meet our defined risk, reward and portfolio diversification parameters
Hold to Maturity
We construct a portfolio of notes that are held to maturity (3 – 12 months). Each note pays a monthly coupon and is redeemed for cash at maturity.
Disclaimer:
The information on this website is provided for general information only and does not constitute an offer, solicitation, invitation, recommendation, or advice to buy or sell any securities, fund interests, structured products, or other investment products. Any investment product or strategy referred to on this website is intended only for professional investors and/or other eligible investors in jurisdictions where such communication is lawful. Past performance is not indicative of future results. Investment involves risk, including possible loss of capital. PLEASE READ THE FULL DISCLAIMER HERE.