London, United Kingdom (PRWEB) March 24, 2012
Orwell Capital, a UK based fund manager, is launching two absolute return funds in Q2 2012.
The funds, Orwell Currency Alpha I and II, aim to generate consistent positive returns through a systematic investment strategy using a proprietary analytical model to select investment opportunities on G10 currency pairs through spot trades.
Investment decisions are made by the model, which identifies market trends early, these typically last from a few days to a few weeks. This is a key differentiator as investments are made on factual market behaviour, whereas most Forex managers use either fundamental analysis to predict the market or use high frequency algorithms. The Orwell Currency Alpha funds have a highly uncorrelated performance when measured against both the wider market and competing Forex funds.
Investor’s capital is systematically protected through a dual mechanism, firstly by placing stop losses on all trades. Secondly at portfolio level, the exposure and leverage of each trade is optimally adjusted to minimise mathematically the portfolio’s volatility. This is achieved through a non-parametric convergent algorithm that analyses the cross correlation on the resulting portfolio.
The result of both trade selection and this highly sophisticated risk management is a very low volatility, extremely liquid, uncorrelated Forex strategy delivering consistent results. This is suitable to investors seeking security and liquidity on a pure asset class without a predefined investment horizon.
Orwell Capital has an experienced team of two investment professionals with a combined 35
years of market experience in both cash/treasury management and Forex trading, so bringing in depth knowledge of how to meet the requirements of capital protection and currency market behaviour.
In current markets, given the increased demand from investors, Orwell Capital has decided to wrap the strategy in a Luxembourg SICAV devoted only to professional investors and eligible counterparts.