TMS Capital Ltd (Arktos GCS


Fund Investment Objectives

ARKTOS GLOBAL CURRENCY FUND SERIES II is a highly liquid quantitative and qualitative program focused on six highly liquid G10 currency pairs, EUR/USD, USD/JPY, GBP/USD, EUR/JPY, EUR/CHF and USD/CAD. The program seeks to determine the highest probability single-day move for the six currency pairs. A risk management weighting model is then overlaid to produce a risk/reward profile. Money and risk management are key components of the strategy and trading levels are adjusted automatically to conform to a fixed daily risk budget. There is a maximum daily risk limit per individual pair and intra-month drawdown limits at the portfolio level. All positions are closed out daily