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PARK CAPITAL SHORT TERM TRADING

  • Trades FX markets around 2,000 times per day with forecast horizon measured in hours
  • Uses a unique dataset spanning prices and quotes at tick frequency across a large number of trading venues, liquidity providers and markets
  • Leverages Park Capital's proprietary execution platform in order to minimize trading costs

APPROACH

  • Data: Park Capital SA stores around 2 trillion of tick data taking up storage capacity in the order of tens of terabytes. This large dataset spans prices, quotes and other useful information across a large number of trading venues, liquidity providers and markets
  • Alpha: This powerful dataset is used to create signals that trade FX markets around 2,000 times per day with forecast horizon measured in hours. Those signals are made of a forecasting stage and a timing stage. The forecasting stage tries to understand where a market is expected to move next, while the timing stage decides when, how and where to trade in order to best capture the expected price move
  • Execution: The programme leverages the Park Capital proprietary execution platform. This in-house built platform uses proprietary algorithms to handle Park Capital SA multi-trillion per year trading volumes while seeking to minimise execution costs
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PERFORMANCE

YEAR TO DATE

3.2%

LAST 3 MONTHS

3.2%

1 YEAR

6.4%

3 YEAR

8.3%

5 YEAR

27.7%

SINCE INCEPTION

37.2%

PERFORMANCE BY CALENDAR YEAR

2018

0.9%

2017

2.1%

2016

1.5%

2015

16.2%

2015

5.7%

As at May 2019
Inception Date 1st July 2013

Past performance is not indicative of future results. Returns may increase or decrease as a result of currency fluctuations.

Please note that the performance data is not intended to represent actual past or simulated past performance of an investment product. The data is calculated in USD and is based on a representative investment product or products that follow the programme. An example fee load of 1% and 20% has been applied.