Finex Investment Strategies

Our investment strategies are a product of our years of market experience, research and IT development.

ODYSSEY

SRI Systematic Long/Short Equity fund

Program Overview

Odyssey Green Planet is an award winning long/short equity fund investing in the global megatrends of population growth, global population migrations, rising energy costs and consumption, as well as increased water consumption. We invest in these megatrends via companies involved with energy efficiency, renewable and alternatives energy sectors as well as clean water and waste management companies.

Key Features
  • Equity Long/Short Systematic fund – Based on 3 equally weighted fundamental valuation
    styles (GARP, Relative Value, Risk Adjusted Returns).
  • Variable Long bias from 20% to 110% (net); Gross Leverage of 200%.
  • Target Performance 20% a year, target volatility 12%
  • Trades listed US Equities including ADRs for global exposure with a comprehensive exclusion list based on North European Pension Requirements.
  • Socially Responsible Investment

NAVIGATOR

Systematic Managed Futures fund

Program Overview

Navigator was created to achieve significant long-term capital appreciation through investment in Exchange Traded Futures. The strategy delivers uncorrelated returns by design. Our Portfolio Managers designed independent models in trend following, mean reverting and pattern testing. Navigator combines these models to create a robust method that tries to be involved in any identifiable pattern.

Key Features
  • Non-Quantitative Systematic fund – Uncorrelated strategies within one portfolio
  • Equally Weighted – ready for all market conditions – no Macro timer or discretionary overlay
  • Target Performance 6-12% a year, target volatility 3-5%
  • 90% of positions closed intraday – negligible event risk
  • UCITS Limited Liability – max Depositary Concentration 20%
  • No Commodities – unaffected by Socially Responsible Investing themes

NAUTILUS

Managed Futures Intraday Strategy

Program Overview
The strategy is based on machine learning techniques which are used to adapt a base forecasting model to rapidly changing market conditions. Combining this methodology with Digital Signal Processing, the model can predict the market dynamic of the next day’s active trading session. All trading is kept within “high-volume” hours which not only ensures a high level of liquidity but also participation in the most active part of the trading day.
Key Features
  • Short Term Machine Learning Managed Account – single strategy multiple assets
  • USD 1.0m Portfolio, but only 20% gross margin usage.
  • Target Perfromance 10-15% a year, target volatility 5-8%
  • 100% positions closed intraday
  • All Listed Futures – Commodities, FX, Bonds, Indices

 

 

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