nvestors back MarQCuS by $1.7 billion
G-10 pure currency carry trades have lost around 12% since the middle of last year, while carry trades using emerging market currencies were up 12% in the same period, according to JP Morgan.
Launched on September 27 last year, MarQCuS uses six different rules-based indexes, enabling investors to select a portfolio of equally weighted adjustable systematic strategies (FX Week, October 1, 2007). The strategies combine two foreign exchange carry strategies and four fundamentals-based strategies
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