Strategies

Strategies#

RollingFXForwardStrategy

Strategy going long the "long_currency" in rolling FX forwards and short the strategy currency (typically USD).

RollingForward

Forward instrument class

FXForwardHedgingStrategy

FXForwardHedgingStrategy goes long an underlying strategy and short its currency (through FX forwards), effectively delivering the performance of the strategy hedged into a given currency.

DynamicRollingFXForwardStrategy

Strategy going long the "long_currency" in rolling FX forwards and short the strategy currency (typically USD) on specified custom roll dates.