Eleuthera Capital: How to systematically extract Alpha from FX Markets beyond long term trending or carry quant analytical models

(Last Updated On: March 26, 2012)
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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


NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs