Currency managers up in November
LONDON – Currency managers were up in November, benefiting from a continuation of net movement out of the US dollar, indicates research by Royal Bank of Scotland.
According to the bank's naive simulations of currency strategies, the value, trend and yield strategies were all profitable during the month. The trend strategy was the outperformer, generating a return of 1%, while the value and yield strategies made 0.7% and 0.5% in the month, respectively.
The bank noted that overall the yen was the
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