Active Trading

Investment approach

Absolute return strategy based on a dual approach of currency management and short term arbitrage to benefit from daily price fluctuations. Through technical, momentum and fundamental analysis, long and short positions are implemented in short-term federal and provincial bonds. A directional currency management strategy is also employed through intra-day purchases and sales of the Canadian dollar against major currencies. This fund, which places great emphasis on capital preservation, produces both absolute positive returns and low volatility.

Key Characteristics

  • Very low realized volatility
  • Short-term fixed income portfolio targeting low interest rate exposure and low credit risk
  • Solid risk/reward profile as measured by Sharpe ratio
  • Diversified solution with multiple, risk-controlled positions