BlueCrest loses London-based currency manager

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Reto Feller, portfolio manager at hedge fund BlueCrest Capital Management in London, and Andrew McCaffery, founding member of its fixed-income unit Alignment Investors, have both left the firm.

Based in London, Feller managed the fund's proprietary currency portfolio, working on the implementation of medium- and long-term currency models. He reported to Gerome Bono, head of foreign exchange options in London.

Feller joined BlueCrest in 2007 from Zephyr Currency Partners, where he had been

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