FX Concepts, the US-based systematic currency manager led by
John Taylor with around $8 billion under management, has rolled
out a new fund focused on volatility trading within the FX
asset class. The FX Concepts Volatility Fund launched on 1
October and is a strategic carve-out from the firm's
long-running Multi-Strategy Program.
Daniel Szor, head of FX Concepts' London operation, says the
firm began looking at volatility trading in 2001 as a way to
diversify its return generation...