Aspect Systematic FX Programme

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Description

Global currency alpha. Systematic relative value approach to global currency investing. Captures valuation, sentiment, and technical effects.

Benefits

  • Low correlation to traditional and alternative asset classes
  • Combination of valuation, technical and sentiment driven models
  • Three investment styles covering six macro themes
  • Diverse mix of research ideas

 

Key Facts

Inception
May 2016
Markets
17 currencies traded split between G10 and emerging markets
Vehicles

Managed Accounts

Availability

The programme is available to professional investors only.

Our Portfolio Managers Dr Anoosh Lachin and Asif Noor also run similar models in the Aspect Systematic Global Macro Programme.

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