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

Podcast  (17 mins)

Paper(s)

- The currency phoenix ha...

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