Quant Fund Gives Robots 364 Days Off to Best Currency Rivals

  • Systematic models make calls only once a year each January
  • PGI’s Global Time Diversified Strategy returns 13.8% in 2016

Like a lot of hedge funds, Principal Global Investors’ Macro Currency Group uses computer-driven models to devise trading strategies. What sets it apart is that its machines only make calls once a year.

To continue reading this article you must be a Bloomberg Professional Service Subscriber.