Corellian Asset Management

At Corellian Asset Management our investment strategy consists of short, medium and long term approaches to idea generation and risk management. Short term strategies are varied and allow us to take advantage of more range bound markets therefore making our returns less volatility and trend dependent. Our medium and longer term focus will look to maximise the larger and more fundamental moves.

We utilise currency options to express ideas efficiently, especially in an environment when implied volatility falls and premiums decline and where we measure that the risk reward creates asymmetric opportunity. Most global macro asset managers concentrate purely on alpha generation utilising only medium and long term risk scenarios, often focused on the medium term benefits of carry. Our focus extends to the beta or shorter term creation. Daily volatility, when both high and low, can be a powerful tool when augmenting any investment model and we can supplement our longer dated returns with a much shorter and balanced approach to markets. Our traders and investment managers use a variety of products including spot cash, vanilla and first generation exotic options to express ideas across the investment curve. We also use the inherent strengths of FX as an asset class to monetise the product to its fullest capability managing risk In real time and capturing the value that exists intraday.