Exante Data’s proprietary Allocation Engine technology helps turn foreign exchange into a source of alpha, instead of a source of risk, within global portfolios.
Key Components of the Currency Overlay Tools
1. Robust systematic process for currency risk management
The Allocation Engine technology identifies the drivers of long-term trends in currencies, quantifies them, and generates dynamic hedging recommendations for global portfolios.
The system is customizable for use-cases across family offices, pension funds, high net worth individuals etc, and takes into account each client's specific asset and liability structure.
3. Quantamental Approach
While the approach is almost exclusively quantitative, we add an optional quantamental overlay to account for one-off events such as those pertaining to political risk.