TCS Asian Markets Alpha Programme seeks to exploit inefficiencies in Asian currencies, a strategy which has produced positive returns every year since its launch in 2006 as a managed account for a specific institutional investor.
The fund uses a systematic approach combined with a discretionary overlay.
The three-strong portfolio management team, led by senior portfolio manager Andrew Bresler, aims to profit from short and medium-term moves in Asian currency pairs, an approach designed to perform
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Quantile, TriOptima face off in cleared swaps compression battle
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data