Value strategies decline in October
The bank runs naive simulations of four currency management styles: value, yield, trend and short volatility. “October [was] a better month for the naive currency styles, except for the value style,” said James Binny, director of FX analytics and risk advisory at the Dutch bank in London who runs the simulations.
The key influence for the value, yield and trend styles was the weakening yen and Swedish krona.
Binny explained that the value style of management was long both currencies while the
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