WEB site of Quasars22 is organzised by Oxford Financial Eduction that located in Japan and its major business is a currency overlay. Total funds under management is exceeding USD 100 million with two accounts. Major strategy is a pure passive dynamic hedge that is based on the proprietary model developed by Oxford Financial Education. It is assumed that the foreign exchange market is a mixture of efficient and inefficient regime, therefore any model with an assumption of distribution of an asset price or increments do not work in real trading. Our hedging model uses scale free assumptions in terms of time, price, distribution, return, etc.

We offer only three products for hedging currency risk:

1) Currency overlay for actual foreign assets with exotic option payoff.

2) Currency overlay for actual foreigh assets with full hedge plus alpha

3) Hedging currency risk for foreseeable future without actual assets

Please see actual performace graph below.
In this program, the underlying assets is actively invested with the expected return of 15% , denominated in USD and amounts to USD 60 million. The purpose of the program is to protect the underlying asset's net present value in Yen when Japanese yen is getting stronger against USD.This perforamce does not include any income from underlying assets and is beating the full hedge bench mark more than 15% for 27 months.

The most of time, our program's performance have satisfied with CalPERS Active Currnecy Overlay Benchmark.

If you are interested in having the audited performance, please contact us

contact@quasars22.co.jp