1, 2014). FX model using fixed income signals. JEL Classification: C00, C10, C50, G00, G11, suggested Citation, georges, Nicolas, ananta:. 20 Pages Posted: Last revised: Date Written: April 1, 2014, abstract, this paper is the first of a series that aims to study in detail the ananta strategy, a short term systematic. Keywords: interest rates, differential, momentum, systematic, quantitative, FX, strategy, currency, premium, tactical, Allocation, gtaa, trading, proprietary, Hedge, Volatility, Alpha, Beta, Efficient Markets, G10, G4, euro, dollar. Available at ssrn: m/abstract2419243.org/10.2139/ssrn.2419243. Quantitative Trading strategy Systematic Strategies, LLC. The investment research.
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