Citi has simplified its CitiFX Beta Indices and expanded them to include more currencies. The indices are designed to capture the returns available from common currency trading styles and use a simple monthly ranking system to determine which currency pairs are traded for each investment style.
The indices (and their investment styles) are G10 trend, G10 carry, G10 purchasing power parity, emerging market trend, and emerging market carry.
In addition to the five core investment styles, there are an additional five indices available that are combinations of the core investment styles: global carry (EM and G10 carry), global trend (EM and G10 trend), G10 (all three G10 styles), EM (carry and trend) and BetaMax (all five strategies).
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