Systematic Investment Management

Building Wealth One Trade At a Time

Salt Creek Trading runs a systematic FX solution to extract uncorrelated alpha beyond traditional markets.

Salt Creek Trading team in a strategy meeting

About

Separately Managed Accounts (SMAs) based in New York

Separately Managed Accounts provide institutional investors and Eligible Contract Participants (“ECPs”) access to Salt Creek Trading’s algorithmic FX program while maintaining full ownership and custody of their accounts.

Under a limited power of attorney (“LPOA”), Salt Creek Trading is authorized to execute the strategy within each participating account. The program is designed with a focus on rigorous portfolio management, prudent leverage, diversification, and capital preservation.

Our Philosophy

Key Values

Humility

Keep humble or the market will assist you in finding humility. Be open minded to change and realize that you cannot know the future. You can only plan and assess risk and probabilities over time.

Scientific Approach

Intellectual curiosity is required to build successful models, and experimentation is needed to assess their veracity. Most ideas will not work out, all is part of the scientific process.

Accuracy

Model the system as accurately as possible (transaction costs, etc.) and build repeatable non-overfit models.

Long Term Plan

Each trade is only an element on the path and does not determine overall success. Trust in the system over the long term and realize drawdowns will occur.

Get in Touch

Leading Edge FX Quantitative Strategy

For institutional investors qualifying as Eligible Contract Participants (ECP).

Office

745 Fifth Avenue, Suite 500
New York, NY 10151