Fusion LIBOR+ Range

Fusion LIBOR+ is a systematic currency strategy with a range of target returns, and controlled volatility. It trades spot G10 currencies and offers daily liquidity. Returns are generated through making daily adjustments to the weightings of cash balances between the currencies. Capital exposure amounts and weightings are determined by a proprietary quantitative system that analyses FX momentum and interest rates. The results are then overlaid with volatility filtering to determine the size of the portfolio.

The strategy is available to investors via off-shore fund investment, managed accounts and UCITS.

Fusion LIBOR+ Range Fact Sheet (pdf, 83k)

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