In line with our management approach, we put at your disposal computerized trading models in order to realize
risk hedging or trading operations.
Developed by the R&D COMMORISK, our models are based on rules of highly strict risk management.
We offer standard or customized models if the standard frame does not fit with your requirements.
Performances of our model are first rate.
In order to size up portfolio’s performances: when risk is materialized: Hedge efficiency is assessed when risk vanishes: Dynamic efficiency is assessed
Hedging Efficiency of EUR/USD Portfolio
When the risk is materialized, the Portfolio should enter a position and earn money:
The Buyer Portfolio or EUR/USD Exporter Portfolio
(Buy EUR/ Sell USD) should perform when market or EUR/USD rise
The Seller Portfolio or EUR/USD Importer Portfolio
(Sell EUR/ Buy USD) should perform when market or EUR/USD fall
Dynamic Efficiency
When there is no risk, the Portfolio should close its position and avoid losing money:
The Buyer Portfolio or EUR/USD Exporter Portfolio (Buy EUR/ Sell USD) should avoid losing money when market or EUR/USD fall
The Seller Portfolio or EUR/USD Importer Portfolio (Sell EUR/ Buy USD) should avoid losing money when market or EUR/USD rise
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