Proprietary trading strategies

Our hedging solutions rely entirely on proprietary trading strategies.

Our elite team of quants and traders identify, evaluate, and constantly implement short-dated trading opportunities. We currently run strategies in precious metals and foreign exchange to construct a diversified portfolio of systematic and discretionary positions.

Trading Strategies

Relative value

Our statistical tools allow us to quickly scan asset classes for opportunities by modelling trends and identifying pricing deviations.

Quantitative models

Through machine learning, we process large sets of financial data and decompose pricing based on variational mode.

Behavioural trading

We analyse and measure specific trend, momentum and exhaustion patterns thanks to effective programming.

Thematic

We run scenario analysis and assign probabilities to macro events. We identify skew and take directional discretionary positions.

Risks & Controls

electrum develops and executes systematic and semi-systematic strategies that fit our risk and return characteristics. All trades are entered and exited in strict obedience to our Risk & Investment Policy under the supervision of our Chief Financial Officer and the authority of our Chief Executive Officer.

Portfolio Risk

Our policy defines boundaries of risk tolerance, net open positions, maximum tenor, drawdown, and potential future exposure of our trading books. We periodically stress test our portfolio against historical and specifically designed adverse scenario so that we remain in control of both our portfolio intrinsic risk and counterparty default risk.

Valuation

Our trading books are marked daily by an independent valuation team.

Collateral

We trade on a fully collateralized basis with about ten market counterparties across geographies.

Liquidity

Beyond our minimum liquidity requirements at entity level, we have access to an immediate cash pooling at parent level and the group liquidity position is monitored daily.

Our Publications

Insight December 5, 2023

It is certainly topical for gold producers to revisit their approach to hedging when 1y gold forward price reach new all-time highs. In 2023, gold producers had an opportunity to […]

News November 20, 2023

The OCIM Group’s development continues with the opening of a permanent office in Geneva’s business district to house the Group’s financing and trading activities in the precious metals sector.Located at […]

News September 11, 2023

Adam is in charge of designing and implementing systematic strategies based on model generated trading signals. Using advanced mathematical and statistical techniques, he establishes effective commodity trading strategies. His creativity […]