Average Monthly ROI: +18.00%
Max DD: 79.24%Contact us for more info
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Average monthly ROI:
Trading live since:
Disclamer: Past performance is no guarantee of future results.
Swedish FSA, Finansinspektionen Reg. No. 556863-5972
Performance fee $10k - $50k:
25% with 1 pip markup
Performance fee $50k +:
20% with 1 pip markup
The Constantin Alpha strategy employs a unique blend of manual discretionary and automated algorithmic technical trading components alongside very strict fundamental analysis of news flows.
This approach offers broad diversification in terms of time horizon, product, and investment objectives: allocating across different time horizons, allocating to a range of currency pairs including majors, relative value crosses and emerging, and through use of a combination of fundamental considerations, the portfolio is not constrained to linear performance.The “Opportunistic” sub-strategy applied by Constantin Alpha is a proprietary algorithm which exploits market price anomalies.
These anomalies can be described as trending or mean reverting tendencies of relative prices.The unique nature of the Constantin Alpha investment approach is to identify such tendencies. Decisions are based on a quantitative model designed to detect persistent market inefficiencies in relative price movements. Proprietary quantitative methods in trade executions lead to disciplined, transparent decisions and ensure profound risk management.
The “Systematic” sub-strategy incorporates a proprietary multi-time frame break out model that trades a select group of major, dollar block and emerging market currency pairs. The model includes short-term and medium-term components which enable it to profit from short-term and longer term price movements.It utilizes a proprietary screen to measure volatility relative to its historical range. This process identifies trade opportunities with risk/reward potential that is expected to be disproportionately favorable.
The model is comprised of two components that focus on different time horizons. The short-term component has an average trade duration of 3 days and is designed to profit from short-duration currency momentum and counter-trend moves.
The medium-term component is designed to participate in sustainable price trends and has an average trade duration of approximately 23 days.The investment philosophy centers on the belief that a portfolio driven by fundamental themes with a tactical risk-control framework can be profitable and uncorrelated.