Investment Programs

Ortus Capital aims to deliver superior absolute returns (alpha) through its proprietary quantitative investment strategies in global currencies and futures. Our approach to investing focuses on three principles: (i) portfolio approach; (ii) adapting to changing market conditions; and (iii) risk management. Portfolio approach allows us to have a proper balance of defensive and offensive positions, it also allows us to take advantage of subtle opportunities in various crosses. Being adaptive means that our models forecast changes as new information comes in.  By so doing, we aim to avoid substantial losses with stubbornly incorrect views. The point of risk management is to size the portfolio properly to balance its ability to capitalize on investment opportunities as well as to handle market volatilities along the way.

In the currency space, we believe that distinct sources of alpha come from exploiting currency cycles and variations over various time horizons, ranging from intraday to a few weeks, as well as long-term cycles ranging from a few months to a few years.  Our overall objective is to develop and deploy a suite of strategies that cover different return drivers across various time horizons – each with a proper amount of risk allocation. Currently we implement a number of programs.