Barclays launches FX trend indexes
Barclays Capital in September launched the latest in its range of investable foreign exchange indexes, the Barclays Adaptive FX Trend Index. This follows the Intelligent Carry Index (ICI) the bank launched in 2006 and the FX Volatility Indices it launched in April.
The new trend index tracks the performance of a currency portfolio and a risk-free benchmark, and the portfolio invests in G10 currencies and rebalances daily. The positions are determined by analysing the historical performance and
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