Enigma – a cracking good model
REAL-LIFE PROBLEMS, INNOVATIVE SOLUTIONS
Background
There is an increasing demand in the fund management community to trade volatility as an asset class. This demand is being driven by a range of factors, including the continuing desire for new sources of alpha, or excess return, and the ongoing lack of volatility in the currency spot markets. With concerns that the 'carry regime' is coming to an end, and the lack of strong, consistent trends to support momentum traders, currency investment managers are looking to diversify return
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