Systematic Trading


PCWP is a proprietary FX systematic investment strategy initiated in 2010. The strategy was formerly known as CCFX.

The PCWP strategy employs the systematic trading of liquid (G10) currencies capable of mathematical, statistical and algorithmic analysis. Returns are derived from a reversion to the mean pattern together with a sophisticated position sizing algorithm.

Depending on the client’s risk appetite, PCWP’s targeted annual return ranges from 10 to 15%, with a targeted annual volatility of 6-12% .

The PCWP strategy is currently delivered via bespoke managed accounts  and the DB Select (Deutsche Bank) platform. 


Our Philosophy

Currency Markets offer consistent opportunities to produce steady returns in exchange for reasonable risk

We believe that markets contain non-random patterns which can be efficiently extracted with quantitative algorithms

We believe that value lies in methods, which are different from the orthodox trend, following and carry models

Our beliefs are based upon our scientific approach and our demonstrated track record of consistent returns