FINSEC Project

Profile:

JRC Capital Management Consultancy & Research GmbH is a strongly research oriented independent investment house specialized in Forex and Derivatives. JRC was founded in Berlin in 1994 and offers services to institutional clients as well as wealthy private individuals in the fields of asset management, brokerage and financial research & development. Apart from the front office, JRC's R&D department with its highly skilled team of specialists who combine economic knowledge and financial modelling expertise with mathematical and IT-background is central to the company. JRC is regulated by the BaFin (Bundesanstalt für Finanzdienstleistungsaufsicht) and stands under the supervision of the German Bundesbank. It is also member of the compensatory fund of securities trading companies (EdW).

 

JRC’s business fields are:

• the independent asset management for institutional investors and wealthy private clients

• Development and implementation of algorithmic trading- and prognosis systems for Forex and Derivatives

• Development of funds and structured products in co-operation with renowned financial institutions

• Development of Overlay Management Strategies for Currency Risk Hedging

 

JRC's core competence lies in the development and utilization of highly specialized, fully automatic prognosis- and trading systems that serve as the basis for their trading and asset management. The focus of activities lies on algorithmic trading of alternative investments as currencies and derivatives.

 

JRC use trading strategies not only as support for their own portfolio management but makes them available to the interested investor. The underlying models are based on quantitative techniques like financial time series analysis and approaches based on advanced statistics, chaos theory, pattern recognition as well as technical indicators from chart analysis. They were developed by JRC’s specialized research department that is also responsible for controlling and risk management and supports the back office in trade reconciliation. The performance of these trading systems is historically traceable and offers profitable opportunities for trading support. Nevertheless, due to continuous changes of the markets, trading systems are subject to a product cycle and have to be continuously monitored and adapted to new market conditions if necessary. Through their engagement in EU and national scientific research projects JRC constantly benefit from the exchange with leading researchers and receive new impulses for their core-activities through this co-operation.