DISCOVER THE PATTERNS. We use intricate systems to understand the investment universe.

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PARK CAPITAL SA PROGRAMMES

We are passionate about our programmes and how they can provide value to our clients over the long-term. Please select from our flagship, sector based and long only programmes below to find out more information..

PARK CAPITAL ALPHA
Trend Following

PARK CAPITAL DIMENSION
Multi-strategy

PARK CAPITAL SHORT TERM TRADING

PARK CAPITAL TAIL PROTECT
Long volatility

PARK CAPITAL TARGET RISK
Balanced long only

PARK CAPITAL ASSURANCE
3-way arbitrage

DIVERSIFICATION

Park Capital SA offer a broad and diversified range of programmes according to the following three categories:

PCS Flagship: Our flagship programmes trade futures, forwards and other derivatives across all major asset classes, such as equities, FX, commodities and fixed income. Our trend-following based programmes are designed to complement traditional and alternative portfolios, while our multi-strategy programmes aim to offer investors unconstrained access to our best models. The multi-strategy programmes have a low allocation to trend-following.

PCS Sector-based: Our sector-based programmes aim to provide more flexible investment solutions for our clients. The FX programme uses a variety of carry, fundamental, momentum and other technical signals; equity long/short is a momentum driven strategy and the volatility programme aims to capture volatility dynamics. A separate tail protection programme focuses on long-only volatility and uses a proprietary spike detection signal designed to quickly respond to changing market conditions. Finally, risk parity seeks to balance its exposure to equities, fixed income and inflation markets by using models which monitor volatility, correlations and momentum to dynamically scale in and out of markets as regime changes are detected.

PCS Long only: Target Risk is a balanced multi-asset programme in which Park Capital SA applies some of its advanced techniques, honed over three decades’ experience in alternatives, to traditional long-only investing.

3-Way Forex Arbitrage: 3-way arbitrage in the forex market have been observed for centuries and a body of academic literature has built up to explain their feasibility. 3-way arbitrage strategies use sophisticated computer algorithms to exploit inconsistencies in exchange rates arising from trading activity, which allow Park Capital SA to trade hundreds of diverse currencies set simultaneously, and avoid biases introduced by human. emotions.

APPROACH

Park Capital SA investment programmes are based on a long-standing philosophy that markets exhibit persistent anomalies, such as price trends, mean reversion, carry or other repeatable patterns, which can be identified through careful statistical analysis. We believe many of these inefficiencies result from behavioural biases, for example risk aversion, anchoring and herding.

Park Capital SA core principles centre on diversification, efficiency and risk control. In addition to our continuous efforts to expand the range of trading strategies, great effort is afforded to researching new markets in order to maximise portfolio diversification. With thousands of trading signals generated each day, we believe it is vitally important to streamline trade execution – including order netting, automating flow, maintaining a breadth of counterparties and backup trading centres which can operate 24 hours per day.

Park Capital SA risk management is built into all our models, and is further enhanced by our independent Risk team who use proprietary systems developed since our founding in 1987.

Park Capital SA engage with our clients in a strategic partnership is our number one priority. We strive to exceed expectations through the quality of our investment solutions and by providing outstanding levels of client service and transparency.