Fri, Oct 9, 2015
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications

DWS Forex Strategy

Wednesday, June 20, 2007
Fund exploits exchange-rate volatility around the world via transactions in currency forwards and options combined with long and short positions in more than 30 currencies that are balanced in size.

A SQUARE :: 20Jun07 DWS Forex Strategy
Category Currency
Faculty Asoka Wohrmann
Expertise Foreign Exchange
Author Sona Blessing
Faculty Name
Fund offers:
•daily liquidity
•low correlation to traditional asset classes
•annualised volatility < 3%
Fund’s major risk:
•shrinking risk premia owing to low volatility
Download this research The many benefits of an A SQUARE subscription Recommend to a friend

<< A SQUARE archive sorted by date    << A SQUARE archive sorted by category

 Article link
More research related to Currency

[01Feb13] [Currency] Currency hedge funds
Research on performance and risk


[19Aug11] [Currency] A SQUARE 19 Aug 2011
Research: Benchmarking the performance of active currency fund managers


[19Mar09] [Currency] Trading Currencies
As the recession is not confined to the US alone, which seems to be the case, the USD will rise in value.


[01Apr08] [Currency] A Global Currency Fund
Incisive understanding of commodity currency behaviour


[20Feb08] [Currency] A currency linked arbitrage fund
Fund attempts to identify inefficiencies - arbitrage opportunities - linked with the trading globally, the 10 main currencies (spot, forwards)


[05Dec07] [Currency] An Asian Currency Fund
Expertise in trading Asian currencies: (24.33% YTD as of 29.11) - the strategy has been run as a managed account since Feb.06


[14Aug07] [Currency] Expertise on unwinding of the JPY carry trade
The fundamentals of the carry trade are to borrow in a low yielding currency and to lend in a higher yielding currency


[24Jul07] [Debt Note/Currency] iPath EUR/USD Exchange Rate ETN
Issued by Barclays Bank PLC, it is a senior, unsecured, unsubordinated debt note whose return is linked to the performance of the “EUR/USD exchange rate” or “Index”


[25Apr07] [Currency] Overlay Asset Management High Frequency Program
This program is designed to extract value from the currency market micro structure where short-term opportunities generated from transaction flows can be analysed and exploited

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Investing - AQR Capital and Renaissance Technologies raise stakes in Southwest Airlines[more]

    From In the previous part of this series, we saw how institutional investors played Southwest Airlines (LUV) in 2Q15. Now let’s move on to the trades executed by key hedge funds in Southwest Airlines over the same period. … Most of the hedge funds that had significant exposu

  2. Manager Profile - Pimco alternative funds flourish as 30-year bond rally fades[more]

    From Inside Pacific Investment Management Co., the bond behemoth that lost two chief investment officers last year and saw almost $500 billion of client money leave, a hidden profit engine is easing some of the pain. For more than a decade, Newport Beach, California-based Pimco has qu

  3. Niche Investing - Art investment funds: Attracting institutional and other new investors[more]

    From The Deloitte/ArtTactic Art and Finance Report 2014 (the "Art and Finance Report") noted that the "global art investment fund market was estimated to be worth at least $1.26 billion in the first half of 2014." This seems almost inconsequential when juxtaposed with the $54 billion of

  4. Hedge fund Barnegat survives September’s market selloff[more]

    Komfie Manalo, Opalesque Asia: Bob Treue’s $679 million Barnegat Fund proved resilient after another month of market letdown as the hedge fund gained 2.2% last month, bringing its year-to-date gains to 2.8%. Treue said in his monthly report to i

  5. …And Finally - Japanese men want upgrade on their virtual girlfriends[more]

    From Five years after News of the Weird mentioned it, Japan's Love Plus virtual-girlfriend app is more popular than ever, serving a growing segment of the country's lonely males -- those beyond peak marital years and resigned to artificial "relationships." Love Plus models (Rinko