We believe currency markets demonstrate meaningful volatility and directional movements that provide ample opportunity for experienced currency managers to add value.
Currency movements are driven by the impact of numerous factors such as interest rates, capital flows, trade deficits and Central Bank reserve policy. The factors that drive the markets change over time and the duration of the impact also varies. This impact can be measured statistically over weekly, monthly to multi-monthly timeframes.
Despite a changing array of factors, the impact of these factors on the market can be measured statistically and effectively traded. Rather than focusing on the factors themselves, our statistical investment methodology – using price and historical volatility as inputs – captures the market effects of these changing factors. We then determine wheth mean currencies are behaving in a reverting or directional fashion and trade accordingly.
Since 1990, we have employed this process to actively manage currency risk for institutional clients worldwide.
Founded in 1937, Mesirow Financial is a diversified financial services firm headquartered in Chicago. We are an employee-owned, private company with approximately 1,200 employees globally.
Mesirow Financial understands, anticipates
and meets the financial needs of its clients – institutions, public sector entities, corporations and individuals – with a multitude of
high-quality products and services.
Chicago, IL 60654 (Map & Directions)
Phone: +1 312.595.6000
Toll Free: +1 800.453.0600
