Trend strategy prevails in September

LONDON - Currency managers applying the trend strategy continued to outperform in September as net moves against the dollar accelerated, indicates research from Royal Bank of Scotland.

The bank's naive simulations of the trend strategy generated returns of 3.7%, having started the month at a loss, making profits from long Australian dollar, Norwegian krone and yen against the US dollar. The strategy was long all currencies against the US dollar in the earlier part of the month, but moved short

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