FX Markets

Weighing up the alternatives

REAL-LIFE PROBLEMS, INNOVATIVE SOLUTIONS

BACKGROUND

When contemplating managed asset opportunities, investors are confronted with a dizzying array of choices from an ever increasing number of performance measures. Each of these seems to offer a different perspective on what is really a very slender, straightforward set of considerations: the risks and rewards of a given investment, and the trade-off between the two.

From the perspective of managed asset advisors, such as CTAs, the framing of these considerations is not always just a

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