The objective of the Partnership, Whitmore Capital, LP, is to achieve long-term returns superior to the Credit Suisse Hedge Fund Index.
The Partnership offers investors access to a proprietary foreign exchange investing program developed by the General Partner, Whitmore Capital Management, LLC. This program focuses on cash currencies but may also include currency options and forwards.
All investment research is predicated on a top-down analysis of the global economy. Having established which sectors and countries have the greatest prospects for asset price appreciation (in the case of long opportunities) or depreciation (in the case of short opportunities), quantitative and qualitative analyses are used to identify specific investments.
At the very core of the investing program is a mathematical model developed by the General Partner. This proprietary calculus for determining the “fair value” of cross-currency rates has consistently identified long-term opportunities to profit from temporary currency market mispricing. The outcome of these quantitative analyses are supplemented by qualitative analyses of the circumstances surrounding each currency class to determine the configuration of the portfolio itself. Finally, sentiment indicators are reviewed as an additional analytical overlay. Currencies traded for the Partnership’s account include, but are not limited to, pairs of the following currencies: AUD, CAD, CHF, CZK, DKK, EUR, GBP, HKD, HUF, ILS, JPY, MXN, NOK, NZD, PLN, RUB, SEK, SGD, TRY, USD, ZAR.