FX Asset Managers

Despite the global currency market’s massive size and abundant liquidity – attributes that should make it “efficient” in the economic sense – inefficiencies occur regularly, providing opportunities for computer-driven trading systems to turn a profit virtually risk free.

National Bureau of Economic Research

Asset Managers on Proliquidity Platform

Proliquidity enabled trading is carried out by carefully selected, FCA regulated asset managers with many years of successful trading history. Details of past performance are available to eligible, registered users who have signed into the Proliquidity user area. Our chosen asset managers currently have in excess of $500m actively traded AUM, of which over $140m is in managed FX.

Development of Trading Algorithms

Quantitive traders have been able to generate superior rates of risk-adjusted returns by trading the global financial, commodity and equity markets.

We have identified the best of breed managers. Their trading approach is quantitative and systematic in nature, and is based around statistical modeling of market processes. Their continuing success can be attributed to a disciplined trading approach and a relentless drive to research new and existing ideas.

1. RESEARCH

Search market data for Alpha Signals and predictable market patterns for trading. Then develop relative value metrics and scan for arbitrage opportunities. Find alternative data for comparisons.

2. TRIAL/TESTING

Run historical back tests, both on the original set of instruments and also the wider universe. Run real time paper trading with either internal execution simulation or broker. Start small, build to production volume.

3. OPTIMISATION

With strategy structure identified, define optimisation parameters and objectives. Optimise using global (in-sample) or walk forward (rolling out-of-sample) approach. Recalibrate, re-test, don't curve fit.

4. PRODUCTIVITY

Run the same code in production trading as the one used for testing and optimisation. Fix the production code version while maintaining the flexibility to adjust parameters. Constantly monitor and benchmark..

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