KWSCM seeks to achieve the fund’s objectives through allocating client assets to a number of industry proven strategies in FX – these can be generally characterised in the following way; Breakout, Momentum, Relative Value, Mean Reversion and Contrarian.

The Fund uses a mix of algorithmic and manual execution but regardless of the strategy, the system for managing the life cycle of the trade is in place before the trade is executed.

The Fund trades the major currency pairs (G10) and stay away from emerging markets, focusing on short term trading rather that long term plays to remain liquid. Our typical time horizon for trades is 5 minutes to 3 days, with a maximum holding time of 1 month.

KWSCM Currency Pair Pie Chart

*source – actual trades executed for period 2017/2018

Why multi-strategy in FX?

We believe that different market conditions will suit certain strategies at specific times and that this will change constantly, often without warning. If we deploy and run a strategy live in the fund we ensure the total exposure to a single system is only ever a fraction of the total assets, that way ensuring some protection against underperformance and concentration risk.