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FIRST QUADRANT
Managed Currency |
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- CTA Name : First Quadrant
- Program Name : Managed Currency
- Start Date : 1995-05-01
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- Trading Strategy
- Systematic : -
- Discretionary : 2%
- Fundamental : Yes
- Technical : -
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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First Quadrant
Managed Currency
There is no performance data for this program
Program Description: Tactical Currency Allocation (TCA) utilizes the innovative research in fundamental quantitative currency modeling based on the highly successful global asset allocation product. TCA can be an active overlay program complementing existing global assets, or it can be used as a stand alone product treating currency as a sperate asset class. The returns of the currency program are essentially uncorrelated with the returns of the tactical asset allocation process and the returns of the global equity style management. Consequently, a portfolio that incorporates active currency allocation can generally benefit from a higher combined alpha at a level of comparable risk.
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