Aspect Dynamic Currency Hedging Programme

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Description

Currency alpha models deployed within custom constraints and benchmarks. Adds systematic alpha as an overlay to foreign currency hedging.

Benefits

  • Reduce and control currency risk, while enhancing returns
  • Low correlation to passive hedging approaches
  • Combination of valuation, technical and sentiment driven models
  • Diverse mix of research ideas
  • Fully customised solutions tailored to client FX exposures and guidelines

Key Facts

Inception
November 2010 (The Programme was acquired by Aspect in 2016)
Markets
17 currencies traded split between G10 and emerging markets
Vehicles

Fully customisable solutions and mandates

Availability

The programme is available to professional investors only.

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