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Overlay Asset Management High Frequency Program

Wednesday, April 25, 2007
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.

A SQUARE :: 25Apr07 Overlay Asset Management High Frequency Program
Category Currency
Faculty Helie.d Hautefort
Expertise Foreign Exchange
Author Sona Blessing
Faculty Name

The high frequency investment strategies applied in this program aim to take advantage of the short-term volatility that exists intra-day in currency markets, irrespective of whether individual currency pairs are exhibiting trends or not. 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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