Specialist Currency Alpha Strategies

Pareto’s Specialist Currency Alpha Strategies are innovative and offer pure and sustainable alpha. Their design aims for low correlation with other currency strategies, alternatives and traditional asset classes across different market environments.

In EMEA, these strategies are provided through Dublin based UCITS III vehicles and through segregated mandates (subject to a minimum size)

Currency Options Alpha takes advantage of unstable equilibrium in currency markets, identifying dislocations which occur from the dynamics of active participants in currency markets. 

The strategy is opportunistic in nature, implemented through the use of long currency option contracts and currency options spread structures. The use of net long option contracts provides an asymmetric pay off profile where losses are tightly controlled.

Pareto’s COA is implemented in the UCITS III BNY Mellon Evolution Currency Option Fund.

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Pareto’s Emerging Currency Long Short strategy exploits mispricing between emerging currencies within a multi-filtered risk controlled environment to generate sustainable and attractive returns.

The strategy follows a three staged investment process, which seeks to capture relative value through long and short positions in emerging market currencies, as well as benefiting from appreciating and depreciating currencies through directional move recognition. The innovative implementation design of going long and short in emerging currencies allows the strategy to capture inherent inefficiencies and Pareto’s Long Short Emerging Currency strategy has demonstrated low correlation with long only EM exposure.

Pareto’s Long Short Emerging Currency Strategy is implemented in the UCITS III BNY Mellon Evolution Long Short Emerging Currency Fund.

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