Global Currency Value Strategy Using OECD PPP Adjusted by CPI and Exchange Rates
Create an investment pool of 10-20 currencies, evaluate using OECD PPP, monthly CPI, and exchange rates. Go long on three undervalued and short three overvalued currencies. Rebalance quarterly. ASSET CLASS: CFDs, forwards, futures, swaps | REGION: Global | FREQUENCY: Quarterly | MARKET: Currency | KEYWORD: Value Factor STRATEGY IN A NUTSHELL Build a portfolio with […]
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