Using currency as an alpha source
Background: The last G7 meeting in Dubai was special. Not since September 2000, when the G7 agreed to support the flagging euro, has currency featured so prominently in the final communiqué. Pressure applied to Asia by the US administration coupled with its domestic policy choices has shown that the US wants to see adjustment of the external imbalances brought about through currency adjustment.
With currency to the fore, people have taken a closer look at it as a potential source of alpha
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