Class S - Statistical arbitrage line

Statistical Arbitrage Line is a market-neutral arbitrage strategy that relies on the statistical correlations between various markets.

We first analyse global markets conditions and identify disequilibrium prices in the money markets by using proprietary mathematical models.

Then, through statistical analysis of the relationships between different currencies, comparing historical volatilities and understanding how different markets move in relation to each other, we are able to filter and identify situations where correlation movement and hence risk-adjusted profits are likely to be greatest.

Only trading opportunities that show a statistical success probability of at least 80% are taken into consideration. The investment manager chooses to execute those that might generate a profit from the prices adjustment process in a relatively short timeframe (1-2 weeks).

Statistical Arbitrage Line was built to provide exceptional results in terms of both well above average return on investment and low volatility. With an average yearly performance of 50%, this product is suited for investors seeking aggressive although consistent capital growth, with an acceptable level of risk (25%).

Please note that investment into Class S is reserved to Class A shareholders.

Class S is expected to close to new investments at $100m.