Trading

Short volatility strategy pays off in August

Currency managers going short volatility in August would have been top performers, benefiting from a spike in volatility towards the end of July from the dual effect of the US and European sovereign debt crisis, according to research from Royal Bank of…

The trick's in the tail

The Cambridge Strategy's focus on tail risk sets it apart from other asset managers. Saima Farooqi talks to its chief investment officer about emerging markets risk and reward

Intervention: friend or foe?

If the trend is your friend, is central bank intervention your enemy? The answer is not so clear cut, say Christopher Cruden and Purnur Schneider, not least because of the breadth of interventions, which challenges attempts at uniform analysis

A new safe haven?

As G-7 economies start to look more volatile than some emerging markets, Nikki Marmery investigates whether the new rash of emerging markets indexes could offer some respite

Safe-haven appetite for Scandi currencies wavers

Despite the rush into the Norwegian krone and Swedish kronor following Swiss National Bank intervention on September 6, FX traders and strategists are lukewarm about the Scandi currencies' capacity to become long-term safe havens

Taking stock of 2011: the buy side

Central bank intervention, volatile markets and forthcoming regulation – hedgers and investors in the FX market continue to face some real challenges. Chiara Albanese and Miriam Siers hear their views

A view from the buy side: Calpers

Volatile markets have posed challenges for participants in the FX market across the globe. Eric Busay, portfolio manager at Calpers, talks about the Swiss franc, US dollar and regulatory change. By Farah Khalique

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