Jon Harrison

Managing Director, EM Macro Strategy
+44 20 7246 7879

How can we help?

To learn more about our services get in touch on +44 20 7246 7800 or sales@trustedsources.co.uk.

Recent Emerging Markets research

* The GRID, Larry Brainard, Jon Harrison, 18 Oct 2017
* EM Watch, Jon Harrison, Larry Brainard, Bo Zhuang, Shumita Sharma Deveshwar, Christopher Granville, Cristobal Arias, 16 Oct 2017
* EM Watch, Jon Harrison, Larry Brainard, Grace Fan, Shumita Sharma Deveshwar, Christopher Granville, Cristobal Arias, Marcus Chenevix, 9 Oct 2017
* EM Strategy Monthly, Larry Brainard, Jon Harrison, Cristobal Arias, Marcus Chenevix, 5 Oct 2017
* EM Watch, Larry Brainard, Jonathan Fenby, Elizabeth Johnson, Shumita Sharma Deveshwar, Christopher Granville, Cristobal Arias, Marcus Chenevix, 2 Oct 2017

See all our Emerging Markets research >>

FX Scorecard

Overview

In addition to our regular presentation of currency views, this report reassesses the relevance of the market and economic variables used in our FX Scorecard. We backtest an optimized portfolio consisting of long top three vs short bottom three currencies based solely on these objectively calculated market and economic variables. The resulting portfolio has produced an annualized return of 9 per cent per year, from January 2013 to the present, and positive returns in 25 out of the...

* Access to this publication is restricted

Request access

If you would like to read this publication, please enter your name and email address below:

Alternatively please call us on +44 20 7183 5280, or email sales@trustedsources.co.uk.

Already registered?