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...