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Our Linear Tatical Approach To Alpha
- Currency markets are not like asset markets – they are inefficient
- Tactical signals of cross border differences accurately capture these inefficiencies
- Wise and careful research of these signals is the key to return
- Extension of this to multiple fundamentals signs and approach adds breadth
- Experienced judgement is also a source of return
- We have been doing this since 1989 – we have over 400 research factors
- Ongoing research is a prerequisite to future performance
- Overview of Investment Process