FX Overlay

Our expert team at Eurizon SLJ Capital offers active FX overlay services to select institutional and corporate clients, tailored to their specific balance sheet exposure, risk preferences and other institutional requirements.

    • Quantitative Modeling

      Eurizon SLJ Capital combines academic rigor, along with discretionary macro analysis and state-of-the art proprietary models, offering an eclectic combination of top-down and bottom-up approaches to enhance risk-adjusted excess FX returns for global overlay portfolios.

    • Bespoke Analysis

      We work closely with our clients and investors, with an attitude towards building a joint intellectual partnership. Along the process, our team offers bespoke analysis on a variety of FX overlay related issues, such as FX risk exposure analysis, global currency benchmarking, and optimal hedging.

Read examples of our FX Overlay studies below:

The World Currency Basket

Active Currency Overlay: Carry & Momentum Trades

Optimal Hedging of Uncertain Foreign Currency Returns