ElectrumOur 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.
Our statistical tools allow us to quickly scan asset classes for opportunities by modelling trends and identifying pricing deviations.
Through machine learning, we process large sets of financial data and decompose pricing based on variational mode.
We analyse and measure specific trend, momentum and exhaustion patterns thanks to effective programming.
We run scenario analysis and assign probabilities to macro events. We identify skew and take directional discretionary positions.
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.
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.
Our trading books are marked daily by an independent valuation team.
We trade on a fully collateralized basis with about ten market counterparties across geographies.
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.
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