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A currency index and a fund

Thursday, May 28, 2009
The index tracks the excess returns generated by a portfolio of currency managers and currency investment strategies and themes.

A SQUARE :: 28May09 A currency index and a fund
Category Foreign Exchange
Author Sona Blessing
The fund, a globally diversified portfolio of currency managers, is conditioned by systematic currency market macro drivers …

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[21May09] [Foreign Exchange] A fund that trades G10 currencies, futures and index options
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[12Sep08] [Foreign Exchange] Currency pair mean reversion, equilibrium - exploited in a portfolio
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