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Systematic exploitation of structural inefficiencies in currency markets

Thursday, April 23, 2009
Exposure to a universe of 70 currency pairs (depending on each model's signals, each strategy invests in 5-14 currency pairs).

A SQUARE :: 23Apr09 Systematic exploitation of structural inefficiencies in currency markets
Category Foreign Exchange
Faculty Daniel Kohler
Expertise Foreign Exchange
Author Sona Blessing
Faculty Name
Non-profit oriented market participants trigger exploitable inefficiencies such as deviation from uncovered interest rate parity
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