Factor Update, July 19, 2019 (early release)

/by
Update in Review
 
Current Factor Tracking Account Positions
  • Long Gold futures
  • Long DJIA futures
  • Long NZD futures
  • Trades closed this past week = -5 BPs (YTD = +19.7%)
  • Portfolio leverage = 1.4X
  • Capital utilization = 4.4%
Markets under review for a possible trade
  • AUD/JPY
  • EUR/USD
Note: This update is being released early on Friday, Jul 19.
plb
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pdf icon Factor-Update-July-19-2019.pdf