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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.
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Foreign exchange (FX) absolute return is one of the purest forms of uncorrelated alpha and, unlike many alpha sources, requires little or no funding

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Allocating to currency will be seen as a vital component of any well designed investment portfolio … and more

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