fx_momentum
戦略カテゴリ · fx_macro
Academic foundation
Menkhoff-Sarno-Schmeling-Schrimpf (2012) JFE — Currency momentum: 1-12 month FX momentum yields 4-6%/yr, low equity correlation
Supported markets
fx
戦略カテゴリ · fx_macro
Menkhoff-Sarno-Schmeling-Schrimpf (2012) JFE — Currency momentum: 1-12 month FX momentum yields 4-6%/yr, low equity correlation