Auxilium Capital Group
An Australian based investment group running in-house capital across global financial markets
Risk Management Focus
Our risk management approach is built upon two primary pillars:
Quantitative Framework: This framework involves the utilization of advanced quantitative models to assess and mitigate risks across all asset classes. By employing sophisticated risk management algorithms, we proactively identify potential risks and implement measures to contain them. Our quantitative approach ensures a systematic and disciplined approach to risk management, enhancing the overall stability of our trading operations.
Holistic Risk Assessment: In addition to quantitative methods, we adopt a holistic approach to risk management, which encompasses qualitative factors and macroeconomic considerations. This involves a thorough analysis of market conditions, geopolitical events, and other external factors that may impact portfolio performance. By conducting comprehensive risk assessments, we are better equipped to anticipate and navigate potential challenges, thereby safeguarding our clients’ investments.
Two Core Strategies
Our trading approach is founded on two distinct strategies:
MaxRen: Utilizing a meticulously crafted quantitative model, MaxRen encompasses all asset classes. This strategy integrates robust risk management protocols, internal adjustments for volatility, and an optimized exit strategy to enhance trading efficacy.
Macro: Our Macro strategy adopts a top-down macroeconomic approach with a specific focus on interest rates. Through exhaustive analysis of vast amounts of information, hypotheses are formulated and rigorously tested. This strategy entails meticulous evaluation of various products, assets, and risk-reward dynamics to identify and execute optimal trades