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
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...