(Bloomberg) A quantitative-investing strategy is ringing up heroic returns picking the wreckage in emerging-market assets. A Nomura index that mimics a trend-following strategy by chasing momentum in 10 EM currencies against the dollar has outperformed the JPMorgan Emerging Market Index by nearly 20 percentage points so far this year.
Quant Strategy in Emerging-Market FX Posts Best Run in Six Years
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