Quantica Capital AG

(Diversified FX (USD))

Fund Investment Objectives

The QUANTICA DIVERSIFIED FX consists of an innovative carry trade strategy combined with a well established trend/reversal model on different group of currencies. We allocate risk capital to all currency pairs according to the strengths of signals we observe in our (risk-adjusted) carry return and in our trend/reversal models. The signals are based on the historical price series only. The investment process is fully systematic and there is no human interference other than in the moment of trade execution.