The Emerging Markets Currency Alpha Program aims to profit from short and medium term moves in the developing markets’ currency pairs. Depending on market conditions and volatility, we combine fundamental, technical and/or discretionary investment styles. Risk management is central to the firm’s culture and an integral part of the investment process. We have developed unique methods for managing volatility and “left side” tail that are grounded in Extreme Value Theory.
| Year or YTD | Program | SP500 TR |
| 2016 | -3.21 | 11.98 |
| 2015 | 7.91 | 1.41 |
| 2014 | 16.78 | 13.69 |
| 2013 | -0.30 | 32.41 |
| 2012 | 7.43 | 15.98 |
| 2011 | 10.44 | 2.12 |
| 2010 | 3.25 | 15.06 |
| 2009 | 20.29 | 26.45 |
| 2008 | 3.83 | -32.97 |
| Average | 7.38 | 9.57 |
| Futures Sectors Traded | |
|---|---|
| Forex | Yes |
| Investment Methodology | |
|---|---|
| Systematic | 65% |
| Discretionary | 35% |
| Instruments Traded | |
|---|---|
| Currencies | 100% |
| Geographical Focus | |
|---|---|
| Global | 20% |
| Emerging Markets | 80% |
| Holding Period | |
|---|---|
| Short Term | 100% |
| Investment Terms & Information | ||
|---|---|---|
| Managed Account Minimum: | $2,000,000 | |
| Margin / Equity Ratio: | 15% | |
| Managed Account Availability: | Open | |
| Manager Name: | The Cambridge Strategy Asset Management Ltd. |
| Address: | 7th Floor Berger House, 36-38 Berkeley Square |
| City: | London |
| State: | |
| Zip: | W1J-5AF |
| Country: | United Kingdon |
Edward Baker, Mr Baker joined the Investment Manager in July 2007. Prior to this, Mr Baker was the chief investment officer of emerging markets growth equities at AllianceBernstein. Mr Baker joined Alliance Capital in 1995 and served in various roles during his tenure, including chief executive officer of Alliance Capital Limited, Alliance Capital’s London based subsidiary. Mr Baker assumed responsibility for the emerging markets growth business in early 1998. Prior to joining Alliance Capital in 1995, Mr. Baker worked for Barra, Inc., an investment technology firm, which he joined in 1978. Mr Baker is currently a member of the board of directors of The Investment Management Consultants Association and Editor-in-Chief of The Journal of Investment Consulting. He is also the chairman of the Equity Advisory Group of the Institute of International Finance and a Trustee for the Mathematical Sciences Research Institute. Mr. Baker earned a BA from the University of South Florida and an MA from the University of California at Berkeley, where he was a Regents Fellow. He has also completed work towards a PhD in both mathematics and finance.
Peter Henricks, Prior to joining the Investment Manager in November 2003, Mr Henricks founded RPMH and AJIA RPMH Inc. in early 2003, which manage global and Asian equities. Prior to this, Mr Henricks was chief executive officer of various subsidiaries throughout Asia at Alliance Capital, which he joined in 1993. At Alliance, he was responsible for leading the teams that managed Far East equity portfolios. He also oversaw research, office administration, compliance, institutional marketing and retail sales. During this period, Peter founded offices for Alliance in Australia, Hong Kong, Taiwan and negotiated the joint venture in China with Ping-An. Between 1985 and 1993, Mr Henricks worked at Shearson Lehman, where he was responsible for trading short dated treasury instruments and became senior dealer in Hong Kong. He was subsequently promoted to merchant banking head in Australia with responsibility for treasury, stock broking, foreign exchange and fixed income. Mr Henricks holds a BA from Flinders University of South Australia and a Masters in Project Management from the University of Technology, Australia and is a doctoral candidate at the ISM in Paris.
Russell Thompson, Prior to joining the Investment Manager in November 2003, Mr Thompson was a consultant at RPMH LLP, which he joined in 2003, and developed a foreign exchange platform which began trading in 2004. Between 2001 and 2004 Mr Thompson co-founded two companies, Platinum Destination, a luxury lodging company based in Whistler, BC and the Perennia Fund, a Cayman Islands based fund specialising in real estate investments. From 1998 to 2001, Mr Thompson was employed as a senior trader at AIG Trading, where he became head of trading for Asia, which included responsibility for all aspects of currency and interest rate trading in AIG Inc. HK. He was also responsible for trading and managing the AIG Proprietary Asian Currency Fund. Prior to this, Mr Thompson worked at HSBC Markets in Hong Kong, which he joined in 1995, as a forward/proprietary trader and then subsequently becoming senior derivatives trader, when he created and ran the non-deliverable forwards desk. Mr Thompson began his career at Midland Montagu in 1989 as a business analyst, becoming a derivatives and money market trader thereafter. Mr Thompson has a BSc (Hons) in Economics and is a member of the Association of Corporate Treasurers.
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Regards,
Peter Knight Advisor
Asset Investment Management