Tue, May 24, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
A SQUARE

PGS FX Alpha Edge

Tuesday, January 30, 2007
The first investible foreign exchange index.

A SQUARE :: 30Jan07 PGS FX Alpha Edge
Category Foreign Exchange
Faculty Virginia Parker
Expertise Foreign Exchange
Author Sona Blessing
Faculty Name
An investible index designed to capture the alpha available in the global currency markets.
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 Foreign Exchange

[28May09] [Foreign Exchange] A currency index and a fund
The index tracks the excess returns generated by a portfolio of currency managers and currency investment strategies and themes

Download

[21May09] [Foreign Exchange] A fund that trades G10 currencies, futures and index options
2009 performance (Share Class A) up to of 31 March 2009 is +7.73%

Download

[23Apr09] [Foreign Exchange] Systematic exploitation of structural inefficiencies in currency markets
Exposure to a universe of 70 currency pairs (depending on each model's signals, each strategy invests in 5-14 currency pairs)

Download

[12Sep08] [Foreign Exchange] Currency pair mean reversion, equilibrium - exploited in a portfolio
We also have some evidence that the adjustment toward equilibrium levels tends to be non-linear. This means that currencies with larger misalignments are increasingly likely to mean-revert rapidly.

Download

[21Aug07] [Foreign Exchange] FX Series With Hathersage Capital – II
Our experience, as early FX option market makers has taught us to be long as opposed to being short gamma, since extreme events or markets can wipe out option sellers.

Download

[14Aug07] [Foreign Exchange] FX Series with Hathersage Capital – I
Foreign exchange (FX) absolute return is one of the purest forms of uncorrelated alpha and, unlike many alpha sources, requires little or no funding

Download

[13Mar07] [Foreign Exchange] FX check
Allocating to currency will be seen as a vital component of any well designed investment portfolio … and more

Download
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. Other voices: What current trends tell us about the future of the hedge fund industry[more]

    By: Don Steinbrugge, Agecroft Partners The following comments are excerpted from Agecroft Partners’ Don Steinbrugge’s presentation delivered at the 69th CFA Institute Annual Conference held on May 9th, 2016 in Montreal. In Mr. Steinbrugge’s session titled "What Current Trends Tell Us about th

  2. Investing - Steve Cohen boosted Sotheby’s stake to $86 million last quarter, Larry Robbins' hedge fund sells off all CHS, UHS hospital stocks, Tiger Global cut stakes in Amazon, JD.com, Apple last quarter, Invest in real estate near biotech hubs, Prudential’s Hyat says, Valeant: A hedge fund hotel wrecking ball[more]

    Steve Cohen boosted Sotheby’s stake to $86 million last quarter Billionaire trader and art collector Steve Cohen is on a buying spree of Sotheby’s shares. Cohen’s Point72 Asset Management acquired 1.2 million Sotheby’s shares, bringing its total to 3.2 million valued at $86.1 million at

  3. Legal - Boaz Weinstein wins round in fight with Canada’s PSP[more]

    From FT.com: Boaz Weinstein, the hedge fund manager credited with spotting JPMorgan’s “London Whale” in 2012, has won a round in a legal battle with Canada’s Public Sector Pension Investment Board that had become a test case of responsibilities when clients withdraw money. PSP sued Mr Weinstein and

  4. Regulatory - The latest Fannie and Freddie reform bill offers a bonanza for hedge funds[more]

    From WSJ.com: The latest housing finance reform bill making the rounds on Capitol Hill offers a bonanza for hedge funds seeking to cash in on their investments in Fannie Mae Mae and Freddie Mac—but the cost to taxpayers would be steep. Congressman Mick Mulvaney, the South Carolina Republican, introd

  5. West Virginia objects to Alpha Natural sale to hedge fund[more]

    From AP/Heraldcourier.com: West Virginia's environmental authority has filed an objection to the proposed $500 million sale of Alpha Natural Resources' assets to a hedge fund, arguing that the deal could leave the state holding hundreds of millions in reclamation liabilities. The Register-Hera