Currency strategies defy volatile markets
LONDON - Currency managers generated positive returns in March, with currencies experiencing limited net movement despite a high level of intra-month volatility, indicates research from Royal Bank of Scotland.
Generally the moves of past months were partially reversed at the start of the month but these reversals were themselves partially reversed by the end of the month, said James Binny, in index research at RBS in London.
RBS's naive simulations of currency strategies showed that the short
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