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Mesirow Extended Markets Currency Alpha - AlphaMaven Video PitchBook

February 2021

posted by Extended Markets Currency Alpha
1mo ago 33

The Emerging Markets Currency Alpha Strategy aims to profit from short and medium term moves in developing markets’ currency pairs. Depending on market conditions and volatility, the strategy combines two systematic components, based on technical and fundamental models, with a discretionary component. During periods of increasing or high volatility, our Systematic Technical Strategy uses a series of proprietary trading algorithms operating over multiple time frames. The algorithms combine tren