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Katnip
The Katnip trading strategy is an advanced quantitative algorithm that trades EUR/USD in micro lots with a scalping strategy. Katnip
uses sophisticated data science techniques and mathematical modeling to capitalize on market inefficiencies across various market
conditions. By continuously adapting its positions, employing strategic averaging, and utilizing advanced technical analysis to detect
emerging market patterns, Katnip aims to deliver a robust and sustainable return profile.
uses sophisticated data science techniques and mathematical modeling to capitalize on market inefficiencies across various market
conditions. By continuously adapting its positions, employing strategic averaging, and utilizing advanced technical analysis to detect
emerging market patterns, Katnip aims to deliver a robust and sustainable return profile.
Quick Facts
Name of Strategy:
Katnip
Maturity:
3 years
Investment Instrument:
Promissory Note
Strategy Cost:
2% issuance
Currencies Traded:
USD, EUR
Management Cost:
0%
ISIN:
KY248045AB29
Performance fees:
Yes
CUSIP:
248045AB2
Reporting:
Monthly
Launch Date:
May 7, 2024
Trading Volume:
USD 6 billion/month
Liquidity of Notional:
Daily
Issuer:
Demeter Investment Holdings
Coupon Distribution:
Quarterly or Reinvestment
OverviewKatnip is a sophisticated quantitative trading algorithm that trades EUR/USD in micro lots with a scalping strategy.
How it SucceedsKatnip maximises market exposure by continuously adapting positions to evolving conditions, prioritizing long-term sustainability over short-term gains.
Strategy RobustnessThe strategy has undergone comprehensive back-testing over 15 years and has been forward-tested for nearly 5 years. It has been commercialized in conjunction with our coding team.
Performance MetricsMonthly returns:
2% - 22% (average)
Profit Trade Ratio (PTR):
>82% (range 77% - 90%)
Profit factor: 2.11
No losing months in nearly
5 years
2% - 22% (average)
Profit Trade Ratio (PTR):
>82% (range 77% - 90%)
Profit factor: 2.11
No losing months in nearly
5 years
Risk ManagementKatnip adapts to market conditions and uses strategic averaging to manage trend misjudgments. Positions are monitored 24/5 by experienced traders, with manual adjustments as needed. Risk exposure is regularly reviewed by an Investor Committee, Product Committee, and Board of Directors under the firm’s governance framework.
Historical Returns
Sample Investment:
$1,000,000.00
Start Date:
May 7, 2024
Average Daily Return:
0.70%
Investor Profit:
$1,633,251.96
Annualized 2024 return:
140.75%
May 2024 – Dec 2024 Annual Return:
127.63%
VaR at 95% Confidence Interval:
-0.36%
Private Placement Memo
Private Placement Memo
Katnip Total Returns (% per month)
You Asked,
We Answered
Detailed answers to commonly asked questions about Katnip.
What currencies can Katnip trade?
What types of data are included in the Katnip trading strategy?
How does the Katnip algorithm adapt to changing market conditions? Is it self-learning, and how often is it updated or recalibrated?
How long does the average trade last for?
What logic does the trading use?
How many currency pairs are there?
How many investors currently invest in Katnip?
