At OptimInvest we believe that a clear and systematic investment approach combined with a rigorous risk/control framework can best deliver attractive and consistent risk adjusted returns to our clients. All currency management decisions that we take are based on a sound and rational quantitative framework (of objective data-based currency management strategies) with only a minimum of human interpretation and emotion, which we believe are themselves drivers of market inefficiencies.
To support this process OptimInvest invests continuously to keep our research, client service capabilities and trading systems at the forefront of the industry. As a consequence OptimInvest has attracted a unique and diversified pool of experienced professionals from leading financial institutions and corporations. The depth of practical capital market experience of this team is unparalleled in the industry.
Optiminvest’s Global Reserve Currrency Index (GRCI)® is a basket tracking the performance of the 15 largest currencies and gold. The GRCI covers between 80% to 85% of the World Economy and therefore is well diversified, significantly reducing concentration risk. It has been designed to offer investors a straightforward and systematic method to diversify their currency risks. The GRCI basket is well-diversified amongst G10, emerging currencies and Gold. EM currencies benefit from greater weight in the index to reflect the higher growth potential in those Economies. GRCI weights are calculated using Gross Domestic Product (GDP) datas adjusted by the Purchasing Power Parity (PPP).
The key philosophy of GRCI is ‘safety first’: not trying to pick short term winners, but trying to avoid holding a concentrated position in potentially losing currencies. If there were a “World Reserve Currency”, GRCI's performance would be a good proxy.
Core valuesThe following principles are at the core of our investment approach
Currencies can be successfully managed to deliver long-term attractive and consistent risk-adjusted returns only via a rational decision-making process.
A pure transparent investment approach is the one that is most likely to meet this objective (as well as allowing a clear understanding and easy assessment of management results by our clients).
Performance consistency across different market environments is best achieved from diversification, using a portfolio of models with different horizons, philosophies and objectives.
We provide currency management solutions that are based on a full understanding of individual client needs and we always aim to meet and exceed client expectations in the services we provide.
The strength of this investment approach is supported by the fact that our models are based on the collective experience of all our key investment professionals and that our decision-making process is not based on the presence of single individuals but are truly embedded into the entire organisation and the way we do business.