Risk Management

Expect the Unexpected. Our Systematic Risk Management process is based on three Interdependent layers

  • 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
  • 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
  • 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