MDCP Fund
Model Driven Currency Program
John Shupe - Founder and Managing Partner
John Shupe's career has spanned over 40 years in the financial industry. He has held Chief Dealer positions in New York, Toronto and London. He has been responsible for managing risk and generating returns on assets that include currencies, fixed income and commodity products, as well as running an FX Derivative Desk focused on constructing client hedging strategies.
Mr. Shupe was a Managing Director at Cürex Group, a foreign exchange technology company, where he was responsible for the Curex Index Business, which included data integrity. Was a member of the quantitative research for product development and its implementation at Curex Group. These products linked OTC FX markets with exchange traded products through the FTSE Curex Index Series of streaming, independently verified, executable pairs and currency basket indices. He was a member of the FTSE- Curex Management Board. As a founding member of Curex, he was responsible for trading and risk, in the development of intelligent liquidity provision (market making) and risk taking algorithms that foster improved efficiency and more transparent price discovery in the foreign exchange marketplace. This was the original design for linking OTC FX with Exchange Traded Products.
Developed and managed arbitrage models for OTC FX, Crypto Currencies and Futures products.
John was founder and owner of MDCP Fund LLC, an automated FX trading program where he managed assets for family and friends.
He spent 2006 through 2010 with Citi Bank as a Director responsible for electronic trading and sales for currencies.
Mr. Shupe has developed a strong knowledge base and working relationship with the technology side of the business, designing products and operational work flows, as well as analyzing optimal execution timing and strategies that are constructed to solve client challenges. He has a deep understanding of currency hedged products in the ETF market and has developed systems that efficiently hedge FX exposure between market makers and ETF sponsors/funds. Leveraged the FX models for hedging crypto assets.