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Overlay Asset Management High Frequency Program

Tuesday, April 24, 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 :: 24Apr07 Overlay Asset Management High Frequency Program
Category	Currency
Faculty	Helie.d Hautefort
Expertise	Foreign Exchange
Author	Sona Blessing
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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