Coe Capital Advisors

Managed FX

Coe Capital’s edge is created through its dedication to research, focus on execution, and a strategy defined by diversification and money management. We engage in a quantitative and systematic trading approach through a diversified portfolio of systems. Our "multi-system" strategy has been developed as a result of researching numerous proprietary systems and non-proprietary systems and adopting concepts of modern portfolio theory. We have developed a combination of systems with different time orientations, logic derivations, and currency pair focuses. We found the combination of strategies to offer a better opportunity for long run consistent performance, mitigating variance and downside risk from benefits of diversification. Assessing the inherent risks involved in running an out of favor system is similar to holding a one-stock or one-sector stock portfolio. In the long run, a diversified basket of stocks offers more consistent returns and lower volatility than individual stocks. We have adopted this principle of modern portfolio theory by combining low correlated systems that have demonstrated through testing in a hypothetical trading environment, a positive expectancy over time. The result should be smoother more consistent returns in the long run.