Citi combines FX alpha strategies


Citi has launched an FX index designed to capture a complex set of strategies, with the structure put in place by the bank designed to be triggered by market signals indicating when a trade should be put on or taken off. Compared to the standard simple strategies of most FX indexes, this one relies on carry, emerging markets carry, trend following and economic factor model (basically purchasing power parity).

The objective is to outperform global equity and bond investments on a risk-adjusted

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