Mon, Jun 29, 2026
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
A SQUARE

PGS FX Alpha Edge

Monday, January 29, 2007
The first investible foreign exchange index.

A SQUARE :: 29Jan07 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

[27May09] [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

[20May09] [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

[22Apr09] [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

[11Sep08] [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

[20Aug07] [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

[13Aug07] [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

[12Mar07] [Foreign Exchange] FX check
Allocating to currency will be seen as a vital component of any well designed investment portfolio … and more

Download
Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Other Voices: Nvidia extraordinary growth and the challenge of sustaining demanding valuations over time[more]

    Antonio Di Giacomo, Senior Market Analyst at XS.com, writes: Nvidia has established itself as one of the most extraordinary growth companies in the global technology sector. Over the past two fiscal years, its revenues have risen from levels close to $60 billion annually to well above $120 billi

  2. Secondaries take center stage: What the 2026 PE landscape means for GPs and investors[more]

    Matthias Knab, Opalesque for New Managers: The 2026 edition of Dechert's Global Private Equity Outlook - "Signs of a Gradual Thaw" - marks a notable shift in industry sentiment. After years of compr

  3. And, finally: Time to share it with the people[more]

    From Newsoftheweird: Leavenworth, Washington, has become a tourist destination because of the Bavarian theme businesses have adopted there, NPR reported. One shop, the Leavenworth Nutcracker Museum, houses the world's largest nutcracker collection, thanks to 101-year-old Arlene Wagner. Wagner sta

  4. Opalesque Exclusive: Private Markets Evergreen Funds - An Insider's View[more]

    Matthias Knab, Opalesque for New Managers: Private Markets Evergreen Funds: What Investors Need to Know Before They Dive In The democratization of private markets is well underway. Structural barriers t

  5. Opalesque Exclusive: Governance, Scale, and Boutique Resilience in a Consolidating Hedge Fund Industry[more]

    Matthias Knab, Opalesque for New Managers: The hedge fund industry has undergone significant consolidation in recent years, with capital increasingly concentrated among large multi-strategy platforms. Yet boutique m