If you do anything, exploit the alpha in currency markets
Razvan Remsing | Aspect Capital | 14 August 2023 | 1.00 CE
Since central banks abandoned their ultra-loose monetary policies, the macro landscape has become increasingly divergent, with greater dispersion across interest rates, economic growth, and inflation. As a result, currencies once again offer a source of investment returns, as well as portfolio diversification. Managed futures strategies allow practitioners to exploit tactical opportunities in this highly liquid asset class, in a systematic way.
Presentation (17 mins) | Filmed 28 July 2023 | Slides