Harness Investment Group

Limited (FX)

Fund Investment Objectives

HARNESS pursues a core fundamental approach to foreign exchange investing that assimilates quantitative analysis with macro economic research. The firm systematically monitors key fundamental data defined according to 10 macro economic drivers. This data is analysed to interpret shifts in marginal macro momentum that can be expressed within the foreign exchange markets. The resulting portfolio consists of asset and liability currencies identified according to their respective underlying macro characteristics as relevant within the prevailing market regime. The fee structure and minimum investment are negotiable on a case by case basis. Assets represent total assets traded by the firm and includes overlays, advisory and absolute return strategies. Returns are taken from Harness Flagship program based on CitiFX Access with fees applied.