Calyon launches G-10 strategy
LONDON - Calyon has launched Cadits (Calyon Divergence from Trend), a technical strategy designed to identify turning points in G-10 exchange rates that become over- or under-valued.
Cadits was developed in house, but uses the Hodrick-Prescott (HP) filter built into Thomson Reuters' EcoWin macroeconomic database. The HP filter looks at a series of financial data, such as exchange rates, and discounts short-term fluctuations to obtain a long-term trend, in this case over five years. The mean
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