| Home Page : Archive News : September 2010 News : Capricorn fxST added to the HFRX Currency Index | |
Capricorn fxST added to the HFRX Currency Index | |
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September 23, 2010 The Capricorn fxST program is a new constituent of the HFRX Currency Index, a recognized hedge fund industry's standard in strategy and regional performance benchmarks. Curency Index include both discretionary and systematic currency strategies. Systematic Currency strategies have investment processes typically as function of mathematical, algorithmic and technical models, with little or no influence of individuals over the portfolio positioning. Strategies which employ an investment process designed to identify opportunities in markets exhibiting trending or momentum characteristics across currency assets classes, frequently with related ancillary exposure in sovereign fixed income. Strategies typically employ quantitative process which focus on statistically robust or technical patterns in the return series of the asset, and typically focus on highly liquid instruments and maintain shorter holding periods than either discretionary or mean reverting strategies. Although some strategies seek to employ counter trend models, strategies benefit most from an environment characterized by persistent, discernible trending behavior. Source: http://www.1888pressrelease.com/capricorn-fxst-added-to-the-hfrx-currency-index-pr-242664.html |
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