Since formation, Drukenmiller Investment have focused on identifying trends through statistical analysis or market behaviors to develop systematic trading models designed to profit from arising opportunities.
Statistical modeling of persistent relationships in financial markets
Drukenmiller Investment Services’ investment process is built on a belief that markets frequently demonstrate inefficiencies that can be predicted through careful statistical analysis.
Ongoing research into every step of the investment process
Continual research and improvement of our trading models, risk management processes and execution quality have been the key drivers behind Drukenmiller Investment Services success.
Diversification across markets and models
Drukenmiller Investment Services trading systems sample thousands of prices daily to identify and profit from opportunities across a broad range of instruments, using a variety of trading models. These encompass around 300 contracts, spanning across eight sectors and trading on more than 30 exchanges worldwide.
All models are quantitative and systematic
Drukenmiller Investment Services’ trading strategy is entirely systematic and quantitative. The trading algorithms collect, process and analyze data to determine the target position we want to hold in each market.
Risk control is integral to each part of the investment process
Portfolios are constructed to target pre-defined levels of risk in the medium term, and trading models generate their signals only after evaluating short-term market volatility. Portfolios are also monitored against a number of risk measure limits.
A highly efficient trading platform
Every aspect of the investment and trade execution process is analyzed to identify and extract efficiency gains. Trades are executed either electronically through proprietary execution algorithms or through professional traders in Hong Kong.
People at Drukenmiller Investment Services are driven by a shared passion for understanding market dynamics and overcoming complex problems with innovative solutions.
The experience and stability of the team are a testament to the fact that our people feel genuinely challenged and stimulated by their jobs.
Drukenmiller Investment Services benefits from a very experienced research team. Members of our management committee have been with us since the beginning, and the staff turnover rate of our research team is among the lowest in the industry. This continuity has been an important factor in helping sustain research and development activities.
We continue to invest heavily in our research capabilities. Our trading infrastructure is continually being upgraded and we are always looking to recruit highly skilled and motivated investment professionals.
Information Technology is central to Drukenmiller Investment Services business. Our global scale enables us to make major, long-term investments in technology which differentiate us from smaller and less well-established investment managers. The Drukenmiller Investment Services close relationship with the technology business ensures that our technology investments are targeted to deliver maximum business value.
New application development and enhancement of existing business systems is undertaken by the relevant, co-located team. They use agile and iterative drops to ensure the business gets what they need on a timely basis.