A symbiotic capability for generating consistently positive market returns is the effective mitigation of Risk. While the major challenge remains in controlling the volatility of market returns we also focus on the various other facets of risk that need to be contained. To further enhance our risk mitigation capabilities we have developed a comprehensive suite of proprietary software to provide real time risk management controls.
The Investment Manager is incorporated under the laws of Mauritius as a private company limited by shares. The Board of the Investment Manager is responsible for directing the business and affairs of the Investment Manager.
Model risk is contained by a proprietary multi-layer security mechanism which monitors risk at the most granular level – i.e. at the level of a single algorithm. Then following a bottom-up approach, real time risk assessment is done at the portfolio level (for the basket of algorithms designed by an analyst) and also at the fund level (which is the cumulative risk gleaned from multiple portfolios).
We have developed portfolios with the largest possible bandwidth, trading more than 100 top stock future, Index futures, Exchange Rate futures and Commodity futures. To effectively deal with Liquidity Risk we focus only on trading instruments with low impact cost and good volumes.
We have implemented a number of systems and processes which decide on the volume of execution, the number of instruments to be executed. This is supplemented by specialized software that performs real time checks for the placement price of the thousands of orders that are executed daily.
# Note: The Risk Mitigation software and Processes are developed as per our needs and maintained as per our needs by teams from Technology/Software partners. In real time there are number of risk which Enora faces for details of risk factors please see the private placement memorandum (PPM).