JCI FX Macro is an FX strategy designed to generate absolute return exploiting the efficient and transparent Foreign Exchange market, offering investors daily liquidity.
The investment objective of the strategy is 10%-12% yearly gross excess return with 8% (daily annualized) volatility through a diversified currency-only directional and relative value trading portfolio.
The strategy implements a discretionary approach to the FX spot market trying to exploit and anticipate macro themes with a medium-term time horizon going ideally from one week to several months. A unique blend of fundamental, technical, positioning, market sentiment and portfolio correlation analysis is behind trade ideas generation. Both majors and liquid emerging currencies are scrutinized and used to express views.