CalPERS picks AlphaEngine for currency group

CalPERS, the largest pension fund in the US, has picked Mcube's AlphaEngine software to support its currency investment team.

CalPERS, which has $200 billion under management, was a beta client for the product, which is intended to speed up analysis of investment strategies for fund managers. It does this by using proprietary, risk-adjuusted performance measures.

Eric Busay, a CalPERS portfolio manager, said the web-based software would help the fund implement a new currency strategy. "It gives us the ability to pro-actively monitor the risk/return of our investments and dynamically monitor our portfolio," he added.

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