Tag Archives: foreign exchange
The S&P Systematic Global Macro Index – Catching the Trend
Trend-following strategies have the potential to outperform during periods of crisis, and that is exactly what the S&P Systematic Global Macro Index (S&P SGMI) did during the COVID-19-related drawdowns. Here we will examine this index and attribute its performance YTD. The S&P SGMI is a trend-following strategy that takes long or short positions in 37…
- Categories Commodities, Equities, Fixed Income
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- Categories
- Commodities, Equities, Fixed Income
- Other Tags
The Dollar and Returns
The US dollar has strengthened against most other currencies in recent months. Over the last year the dollar is up 5% against the British pound, 7% versus the Canadian dollar, 8% over the Australian dollar, 9% ahead of the euro and 16% against the yen. Movements this big shouldn’t be ignored – foreign investors with…
- Categories Blitzer's Insights, Equities
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- Categories
- Blitzer's Insights, Equities
- Other Tags