Westpac: The ‘quantamental’ forecaster

Robert Rennie at Westpac

During one of the most challenging years in which to predict the direction of major currencies, Westpac's head of currency strategy, Robert Rennie, puts the bank's success down to an approach he describes as ‘quantamental' – the process of bringing together strong fundamental macroeconomic research and quantitative techniques to highlight market direction and trading opportunities.

How would you characterise Westpac's business strategy in foreign exchange?
Robert Rennie (RR): We are the leading A