Lehman launches quant platform for currencies
MarQCuS enables investors to select a portfolio of six equally weighted systematic strategies. Alternatively, investors can make weighting adjustments and choose either euro- or dollar-denominated strategies.
"Retail investors and mid-tier financial institutions will be among the participants that this product will appeal to," Jim McCormick, head of FX research at the bank in London told FX Week.
MarQCuS's investable strategies include TurnRate, which represents the responsiveness of currencies
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