ACT Alpha Strategy

ACT Alpha Strategy

ACT Alpha Strategy is based on mid/long term currency options.

The strategy is based on relative value trading that seeks to achieve a return on investments of 7-9% with a volatility of 6-8%. The average performance for the last 3 years is about 6% with a volatility of 5%. The performance is uncorrelated to equities and fixed income markets. The strong risk control since 1992 has built a solid base for positive investment returns.

ACT Alpha Strategy is managed by Felix Adam (Strategy Manager) and Felipe Pillar (Portfolio Manager), supplemented by Risk Management (Oliver Guedemann) and the Execution team.

 

Our investment principles rest on the three following components:

1st     Options based on relative value strategies

  • Diversification - broad range of tradable currency options (G10 and EM)
  • Liquid investments
  • Offsetting option trades that reduce volatility and systemic risk
  • Taking advantage of mispriced structures and market makers positioning
  • Mid/long term trades that will mitigate the short term volatility effects

2nd   Proven strong risk control since 1992

  • Trader level 
  • Company level

3rd  Separated execution from decision making

 

Performance history:

 

You can find more information about ACT Alpha Strategy under 'Downloads' on the right hand side of this page.

Your contact

Felix Adam – Founder

Felix Adam, CEO

For any questions, please contact 
me under +41 (0)43 499 06 45 
or email felix.adam@act-currency.ch.

Downloads

  Feb 14, 2017