United Kingdom
Trading strategy
The trading objective is to generate absolute returns with low market correlation focussing on FX Macro and FX Volatility Arbitrage. The strategy aims to take advantage of dislocations in FX volatility markets by actively trading a range of Vanilla and Exotic Derivatives on FX underlyings in both G10 and Emerging Markets. Furthermore, the strategy detects opportunities in the Macroeconomic environment and takes a view on specific political events and economic data releases. The heavy use of low cost, highly leveraged derivative structures has strong risk reducing and capital preservation properties. The strategy may also invest in FX Spot and Forwards to complement or hedge positions in Derivatives.
The management team has extensive experience in financial markets. Thomas Erdosi, the lead trader, worked on the trading floor at BNP Paribas in London from 2012 to March 2019. Starting out on the FX Structuring Desk, he joined the G10 FX Hybrids Trading Desk in early 2017 as market maker for long dated FX Options, Correlation products and FX/Rates Hybrids. Thomas has extensive experience in risk management of large FX derivatives positions and in running proprietary positions. He believes that relying on exotic derivatives as the foundation of an active investment strategy is key in generating sustainable Alpha. Thomas graduated from Imperial College London in 2012 with a Master’s degree in Finance.


The Saxo Bank Group entities each provide execution-only service and access to Tradingfloor.com permitting a person to view and/or use content available on or via the website is not intended to and does not change or expand on this. Such access and use are at all times subject to (i) The Terms of Use; (ii) Full Disclaimer; (iii) The Risk Warning; (iv) the Rules of Engagement and (v) Notices applying to Tradingfloor.com and/or its content in addition (where relevant) to the terms governing the use of hyperlinks on the website of a member of the Saxo Bank Group by which access to Tradingfloor.com is gained. Such content is therefore provided as no more than information. In particular no advice is intended to be provided or to be relied on as provided nor endorsed by any Saxo Bank Group entity; nor is it to be construed as solicitation or an incentive provided to subscribe for or sell or purchase any financial instrument. All trading or investments you make must be pursuant to your own unprompted and informed self-directed decision. As such no Saxo Bank Group entity will have or be liable for any losses that you may sustain as a result of any investment decision made in reliance on information which is available on Tradingfloor.com or as a result of the use of the Tradingfloor.com. Orders given and trades effected are deemed intended to be given or effected for the account of the customer with the Saxo Bank Group entity operating in the jurisdiction in which the customer resides and/or with whom the customer opened and maintains his/her trading account. When trading through Tradingfloor.com your contracting Saxo Bank Group entity will be the counterparty to any trading entered into by you. Tradingfloor.com does not contain (and should not be construed as containing) financial, investment, tax or trading advice or advice of any sort offered, recommended or endorsed by Saxo Bank Group and should not be construed as a record of ourtrading prices, or as an offer, incentive or solicitation for the subscription, sale or purchase in any financial instrument. To the extent that any content is construed as investment research, you must note and accept that the content was not intended to and has not been prepared in accordance with legal requirements designed to promote the independence of investment research and as such, would be considered as a marketing communication under relevant laws. Please read our disclaimers:
- Notification on Non-Independent Invetment Research
- Full disclaimer

Write a Squawk to Thomas E
Check your inbox for a mail from us to fully activate your profile. No mail? Have us re-send your verification mail