Proprietary Trading

Our proprietary trading unit is set up to generate stable, consistent risk-adjusted returns over the long term.

Three key factors drive our trading strategy to achieve that goal. They are strategic asset allocation, risk management that is rigorously calibrated and portfolio management that strives to maximise returns on our capital. Kenn Capital’s strategy for asset allocation is driven by our objective to maximise risk adjusted returns. The asset classes that we trade in include equities, fixed income, derivatives, crude product derivatives, global commodities, and global currencies. The trading team develops and structures a unique strategy for each asset class. Such a strategy enables us to capture opportunities in both long and short trades, diversify our assets to better weather periods of volatility, and maximise our risk adjusted returns.

Kenn Capital’s trading strategies include long short investment as well as relative value and directional trend following over short to medium term horizon. It trades with a quantifiable edge by developing quantitative models, exploiting pricing inefficiencies and taking calculated risks.

Risk Management is fundamental and integral to trading at Kenn Capital. We manage risk at 3 levels.

We have a rigorous system of checks and balances in place to supervise trading risk against prevailing market conditions.

Our Risk Management Committee meets on a regular basis to discuss existing risk limits as well as perform the important task of capital allocation to traders.

Capital allocation allows Kenn Capital to maximise risk adjusted returns to achieve consistently good performance.