Bloomberg launches correlation-weighted currency indexes
NEW YORK – Bloomberg has launched a family of G-10 correlation-weighted currency indexes, as it continues to expand its foreign exchange information and data products.
Ten indexes fall under the Bloomberg Correlation-Weighted Currency Indexes brand. Each index is a currency valued against a basket of the other nine currencies and weighted by relative correlations between the currencies.
The indexes are an alternative to the traditional trade-weighted indexes used to follow currency performance
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