FX Concepts rolls out novel currency volatility strategy to diversify returns

Fri Nov 26, 2010

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...

ISSN: 2151-1845 / CDC10004H

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