Yield strategy comes up trumps in September


According to the bank’s naive simulations of currency strategies, the yield strategy returned 6.2% last month, benefiting from gains by the major currencies against the US dollar. “This was due in part to the weaker US economic data during the first half of the month, and was further reinforced by the Federal Open Markets Committee policy statement in the second half that suggested the possibility of another phase of quantitative easing,” said Theodore Chen, in the quant solutions group at the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: