Trend-following strategies lose out once more
NEWS
By contrast, value strategies gained 0.5%, yield lost 0.9%, while short volatility was flat. Year to date, the losses amounted to 5.2% for trend, again the poorest performing among the strategies. Value lost 0.1%, yield gained 0.4% and short volatility gained 1.8%.
Looking at the trend simulation, Binny said most of the currencies considered ended February almost where they started the year. The dollar strengthened in January but surrendered its gains in February. The exception is the Swedish
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