An institutional allocator within the Confluence network is seeking exposure to a systematic foreign exchange strategy trading across G10 and selected emerging market currency pairs.
The allocator is specifically interested in quantitative strategies demonstrating strong risk-adjusted performance, stable drawdown characteristics, and consistent execution across varying market regimes.
Managers capable of delivering institutional-grade reporting, transparent track records, and scalable execution are encouraged to submit their strategies for review.
Mandate Overview
[ Strategy ]
Quantitative FX (G10 & Emerging Markets)
[ Market ]
G10 & Emerging Markets FX
[ Allocation ]
$250K – $10M
[ Allocator ]
U.S. Family Office
[ Allocator Region ]
U.S.
[ Minimum Track Record ]
2+ years
[ Structure ]
Managed Account / SMA
[ Reporting ]
Daily PnL Required
Strategy Requirements
Managers considered for this mandate should demonstrate the following characteristics:
Quantitative trading strategy focused on G10 and/or emerging market FX pairs
Minimum 2 years of verifiable live trading performance
Sharpe ratio above 2.0
Calmar ratio above 2.5
Short to medium-term trading horizon
Minimum $5M current assets under management preferred
Ability to provide daily PnL reporting and transparent performance data
Strategies may be systematic, model-driven, or hybrid approaches provided that execution, risk management, and reporting meet institutional standards.
Capital Framework
The allocator intends to begin with a six-figure allocation, with the possibility to scale capital allocation progressively as the strategy demonstrates consistency and operational readiness.
Capital scaling is contingent upon:
performance stability
operational due diligence
infrastructure readiness
reporting transparency
Strategies demonstrating capacity and consistent execution may scale to multi-million dollar allocations over time.
