Indexes
Artificial intelligence to drive new BNP Paribas alpha FX index
Bank expects it to be of particular interest to investors seeking low-risk alpha from FX markets
Benchmark overhaul brings substantial improvement, says Lenny Feder
In the aftermath of the Libor scandal, Singapore’s financial industry has opted to overhaul its existing benchmarks to focus on transaction data
HSBC launches algo carry index
The Global FX Carry Index, launched by HSBC yesterday, considers 32 currencies for investment, including G-10 and emerging markets
ANZ launches China-centric commodity index
Australian bank unveils commodity index in bid to better reflect China market influence
FTSE Cürex FX indexes will help transparency, participants say
FTSE and Cürex enter FX index space – and market participants say the indexes will help improve transparency in the foreign exchange markets
Dow Jones and CME create FX index to hedge against US dollar
NEW YORK & CHICAGO – Dow Jones Indexes and CME Group have created a foreign exchange index that represents the value of the US dollar against six major world currencies, creating a tool for investors wanting to hedge themselves against changes in the…
Bloomberg launches correlation-weighted currency indexes
Vendor releases alternative to trade-weighted currency indexes
Value managers come up trumps in October
LONDON - Currency managers using the value strategy are likely to have fared well in October, a month described as one of the most volatile in history, according to research by the Royal Bank of Scotland.