Eleuthera Capital: How to systematically extract Alpha from FX Markets beyond long term trending or carry quant analytical models
Philippe Bonnefoy is co-founder of Eleuthera Capital. Philippe Bonnefoy has been managing money globally for over 25 years across multiple asset classes and trading strategies. Eleuthera Capital runs the Eleuthera Currency Fund, a short-term fully automated trading strategy that primarily trades spot cash currencies of selected OECD countries.
With US $4 trillion per day, the currency market is the most liquid market in the world, yet investors typically have minimal allocation to currency trading. Daily FX volume is approximately 4.9x the daily turnover of the US bond market and 32x the daily turnover of the New York Stock Exchange.
To know more about Eleuthera Capital watch this video: http://www.opalesque.tv/hedge-fund-videos/Philippe_Bonnefoy/1
Eleuthera’s models typically generate high returns in periods of high volatility. The majority of trading is conducted intra-day in the currency (and bullion) spot markets; however, it is not a “high frequency” trading system.
To get more information on Eleuthera Capital please watch this video: http://www.opalesque.tv/hedge-fund-videos/Philippe_Bonnefoy/1