Risk Management
Expect the Unexpected. Our Systematic Risk Management process is based on three Interdependent layers
Pre Trade & Built in Risk Management
- Built-in diversification: Caps per asset and asset class
- Predetermined stop loss limits
- Optimal and dynamic position placement which is determined from prevailing market conditions
Post Trade Risk Management
- Transmitting stop loss orders to the trading platform for the duration of the positions
- Monitoring all positions during market hours
- Performing daily stress tests with our proprietary risk model
- Hedging our portfolio risk according to our exposures and positions
Reaching Stop Loss Limits
- Set procedures for closing our position upon reaching our stop limits
- Specific protocols in place for volatile & illiquid markets
- Gap risk model that measures our probability of reaching a stop loss during an overnight market gap