Lumint Currency Management Services
We offer end-to-end overlay services
Lumint offers end-to-end overlay services, from research and design through execution and reporting.
Lumint's approach adds product customization, operational scale, and transparency to help fund managers achieve specific investment objectives and meet changing regulatory demands. Our proprietary currency hedging technology gives us the ability to quickly scale and execute new accounts, while meeting burdensome regulatory requirements.
Research
As a registered Commodity Trading Advisor, Lumint can provide a full range of stand-alone advisory services related to overlay strategies. Our expertise and proprietary tools uniquely qualify us to evaluate existing hedging programs, recommend improvements, provide transaction cost analysis and simulate theoretical hedging strategies.
Portfolio Management
The engine of Lumint’s overlay service is Emma ™, our exposure management application. Plugged seamlessly into existing client fund administration processes, Emma generates rules-based trades for bespoke hedging mandates, with minimal human touch and maximum human oversight. Emma delivers highly-automated value clients can see in real-time.
Visualization
Ledger Book ™
Looking through the glass to the components of the hedge is the job of the Lumint Ledger Book. A real time visual representation of exposures and their respective hedges, the Ledger Book maps hedge positions per value dates with underlying currency exposures and cash flow events.
Process Scorecard ™
Objective views into operational risks throughout the Emma workflow is the job of the Lumint Process Scorecard. The Process Scorecard delivers bespoke key performance indicators, systematically tracked at every touchpoint during the assembly of trades. When optimized, these metrics demonstrate in real time the excellence found in the Lumint process.
Performance Prism ™
Providing a clear judgement of overlay implementation is the job of the Lumint Performance Prism. The Prism is a suite of analytics which separates a portfolio of hedges into its constituent spectrum of factors affecting performance. With up to 12 points of attribution demonstrated, the Prism illuminates every sliver of performance, and is a key differentiating component of the Lumint solution.
Agency Execution
Integrated with leading execution management platforms, Lumint traders are connected directly with competitive market liquidity and innovative trading methods.