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EDGE

the dynamic risk allocation program

EDGE is a global risk parity program capturing alpha and beta from cyclical investor behaviour. The program uses price and fundamental data to dynamically take advantage of predicted investor behaviour during different market regimes and cycles by trading a focused portfolio of futures markets globally (bonds, equity indices, commodities, currencies) to create a dynamic and highly adaptive risk parity exposure. The target return for the strategy is 12%+ at a volatility of ~10% per annum.

sources of alpha

cyclical investor behaviour

how does the program extract it?

it uses price and fundamental data to dynamically take advantage of predicted investor behaviour during different market regimes and cycles

markets and instruments traded

the most liquid global futures markets (bonds, equity indices, commodities, currencies)

target return and volatility, P.a.

12%+, 10% volatility

available product STRUCTUREs

contact us

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HELSINKI.

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Aleksanterinkatu 17

00 100 Helsinki

Finland

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LONDON.

 

3 Queen Street

London W1J 5PA

United Kingdom

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DISCLAIMER.

 

Please note: Nothing contained on this Website constitutes tax, legal, insurance or investment advice. Neither the information, nor any opinion, contained on this Website constitutes a solicitation or offer by Genio Capital  Ltd. ("GCL") or its affiliates to buy or sell any securities, futures, options or other financial instruments, nor shall any such security be offered or sold to any person in any jurisdiction in which such offer, solicitation, purchase, or sale would be unlawful under the securities laws of such jurisdiction. Decisions based on information contained on this Website are the sole responsibility of the visitor. In exchange for using this Website, the visitor agrees to indemnify and hold GCL, its officers, directors, employees, affiliates, agents, licensors and suppliers harmless against any and all claims, losses, liability, costs and expenses (including but not limited to fees of attorneys) arising from your use of this Website, from your violation of these Terms or from any decisions that the visitor makes based on such information.

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Genio Capital Limited has seconded their team to Vittoria & Partners LLP (“V&P”), authorised and regulated by the Financial Conduct Authority FRN:709710. V&P manage the investment vehicles applying the Genio investment strategies. This website is directed only at persons who are “Professional Clients” or “Eligible Counterparties” as defined in the FCA Handbook.

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​Photos by Niklas Günsberg / Genio Capital.

systematic | adaptive | asset management

experience

different

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