Credit Suisse has launched a new family of FX indices, called FX Metrics, after the launch of the FX Factor index last year.
FX Factor employed six strategies, which clients can now access individually through FX Metrics. They include: Carry, which takes advantage of the systematic bias in forward rates; Momentum, which captures the trending behaviour of currencies over the medium term; Value, which is based on signals derived from the Credit Suisse Fair Value model; Terms of Trade, which invests in currencies experiencing a positive trade shock and sells currencies affected by negative shocks; Growth, which tracks the relative performance of currencies with strong economic momentum against currencies with weak cyclical indicators; and Emerging Markets, which takes advantage of the expected appreciation of emerging markets currencies.
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