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Currency hedge funds

Friday, February 01, 2013
Research on performance and risk.

A SQUARE :: 01Feb13 Currency hedge funds
Category Currency
Author Florian Guldner
A new study analyzes the performance of currency hedge funds above foreign exchange risk premia.
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[19Aug11] [Currency] A SQUARE 19 Aug 2011
Research: Benchmarking the performance of active currency fund managers

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[19Mar09] [Currency] Trading Currencies
As the recession is not confined to the US alone, which seems to be the case, the USD will rise in value.

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[01Apr08] [Currency] A Global Currency Fund
Incisive understanding of commodity currency behaviour

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[20Feb08] [Currency] A currency linked arbitrage fund
Fund attempts to identify inefficiencies - arbitrage opportunities - linked with the trading globally, the 10 main currencies (spot, forwards)

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[05Dec07] [Currency] An Asian Currency Fund
Expertise in trading Asian currencies: (24.33% YTD as of 29.11) - the strategy has been run as a managed account since Feb.06

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[14Aug07] [Currency] Expertise on unwinding of the JPY carry trade
The fundamentals of the carry trade are to borrow in a low yielding currency and to lend in a higher yielding currency

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[24Jul07] [Debt Note/Currency] iPath EUR/USD Exchange Rate ETN
Issued by Barclays Bank PLC, it is a senior, unsecured, unsubordinated debt note whose return is linked to the performance of the “EUR/USD exchange rate” or “Index”

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[20Jun07] [Currency] DWS Forex Strategy
Fund exploits exchange-rate volatility around the world via transactions in currency forwards and options combined with long and short positions in more than 30 currencies that are balanced in size

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[25Apr07] [Currency] Overlay Asset Management High Frequency Program
This program is designed to extract value from the currency market micro structure where short-term opportunities generated from transaction flows can be analysed and exploited

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