SRA SRA Trading
Severn River Algorithmic Trading

FX-first automated strategy research.

SRA Trading develops and operates systematic strategies across major FX pairs, with selective CFD exposure where the research supports it. The focus is repeatable execution, measured risk, and market behavior that can sit apart from the usual equity-and-bond conversation.

Systematic FX Automated execution Risk-first operations Selective CFD models

Built around markets that behave differently.

FX can be attractive because it is not simply another expression of long equity beta. Currency markets respond to rates, policy, liquidity, flows, positioning, and cross-market stress in ways that can be useful alongside a traditional portfolio.

FX at the core

Primary research is focused on repeatable behavior across liquid currency pairs and multiple holding periods.

CFDs where useful

Gold and oil exposure can be included selectively when the regime logic and risk profile justify the extra complexity.

Operations matter

Signals, fills, slippage, risk, and broker state are tracked through a private execution and audit stack.

Stats without the account-size theater.

A public version would emphasize percentages and R-multiples rather than dollars. Enough transparency to show the process is real, without publishing private capital, exact model composition, or proprietary research.

Active universe FX + CFDs
Execution Automated
Risk unit R-based
Review cadence Daily