Summary

The Extended Markets Alpha Programme commenced trading in April 2004 as a managed account for an institutional client to provide a blended exposure to the strategies offered by The Cambridge Strategy. Performance since inception refers to an equal weighted average of the managed accounts invested via the Extended Markets Alpha Programme. The Extended Markets Alpha Programme offers investors a diversified exposure to the global currency markets (including Developed and Developing markets) and aims to profit from short and medium term moves in various currency pairs. To achieve this, the firm employs a systematic approach designed to perform across diverse market environments. The process combines three decision making tools: a Systematic Technical Strategy, a Systematic Fundamental Strategy and a Market Information Strategy.