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Foreign Exchange

Citi launches investable index

You wait years for an investable FX index and two come along at once. Following hot on the heels of Barclays, Citi has announced the launch of its CitiFX Alpha portfolio of systematic trading strategies. The bank says these allow qualified investors to access FX and it has made four systematic trading strategies – G10 carry, emerging markets carry, trend following and economic factor model – available.


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