The FX Strategy Indices are customized indices developed in cooperation with Citigroup and calculated exclusively for Citigroup. The Trend and Carry Models are two of the most popular trading strategies used in active forex management.
The CitiFX Indices are tradable benchmarks for active FX returns that measures the performance of popular and easily replicable systematic FX strategies.
The CitiFX Beta3 Indices are tradable benchmarks for active FX returns that measures the performance of popular and easily replicable systematic FX strategies.
The CitiFX Beta3 G10 Benchmark will measure the performance of EUR and USD bloc currency pairs, while the CitiFX Beta3 World Benchmark additionally includes a small Emerging Market component.
The CitiFX Beta Index family consists of 4 components, each providing trading signals for different currency pairs.