Trend strategy
Currency managers divided on net foreign assets as an indicator
Net foreign assets have a greater role to play in weighing up currency strength, says Stratton Street portfolio manager - but others disagree
Short volatility strategy pays off in August
Currency managers going short volatility in August would have been top performers, benefiting from a spike in volatility towards the end of July from the dual effect of the US and European sovereign debt crisis, according to research from Royal Bank of…
Intervention: friend or foe?
If the trend is your friend, is central bank intervention your enemy? The answer is not so clear cut, say Christopher Cruden and Purnur Schneider, not least because of the breadth of interventions, which challenges attempts at uniform analysis
FX Invest: Volatility trading comes up trumps in June
RBS research shows short-volatility strategy would have been top performer in June
Value strategy up in November
Currency managers employing the value strategy are likely to have been the only managers to have generated positive returns in November, as the US dollar posted strong gains across all currencies, indicates research from Royal Bank of Scotland.
Short-volatility strategy wins in October
Currency managers using the short volatility strategy were the best performers in October, indicates research from Royal Bank of Scotland.
Yates lands new role as BarCap strategist
Sara Yates has joined Barclays Capital (BarCap) as a strategist on its London-based FX strategy team. She reports locally to Paul Robinson, head of European FX research.
Yield strategy comes up trumps in September
Carry traders would have been the top performers among currency managers in September, indicates research from the Royal Bank of Scotland.
Yield strategy delivers in July
LONDON - Currency managers using the yield strategy were the best performers in July, benefiting from improving European economic data and positive banking stress tests, shows research from Royal Bank of Scotland (RBS).