Currency Alpha Programmes

We believe that currency markets are an attractive asset class for generating active returns for the following reasons:

  • There are many non-profit motivated players in currency markets
    • This creates obvious market inefficiencies
    • Inefficiencies result in profit opportunities which can be exploited
  • The currency market is the world’s largest, most liquid market
    • It is characterised by very low transaction costs
    • Liquidity makes it easy to enter and exit currency strategies
    • Liquidity makes currency strategies less capacity constrained than other asset classes
    • Deep, liquid markets facilitate market and manager transparency
  • Currency strategies exhibit low correlation with other asset classes
    • Adding currency alpha strategies to a portfolio offers diversification benefits


OAM offers several currency programs designed to deliver absolute returns by taking active positions on currencies using a range of different strategies.  Our range of currency alpha programs include:

  • Developed Markets Diversified Program
  • Emerging Market Currency Program
  • Currency Options Program
  • Semi-Contrarian Currency Program
  • High Frequency Currency Program
  • Multi-Strategy Currency Program

 

Latest

Market comments

FX Market Commentary - January 2012 More...

FX Market Commentary - December 2011 More...

Publications

An asset class that still attracts active players More...

The dilemma of whether to hedge or not More...

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