Dynamic allocations for currency futures under switching regimes signals

Keyphrases

• Dynamic Allocation 100%
• Currency Futures 100%
• Trade Strategy 100%
• Switching Regimes 100%
• Carry Trade 83%
• Hidden Markov Model 16%
• Mean-semivariance 16%
• Allocation Model 16%
• Currency Carry Trade 16%
• FX Market 16%
• Financial Crash 16%

Economics, Econometrics and Finance

• Investors 100%
• Foreign Exchange Market 100%
• Currency Derivative 100%
• Hidden Markov Model 100%
• Regime Switching 100%

INIS

• dynamics 100%
• signals 100%
• trade 100%
• allocations 100%
• performance 16%
• benchmarks 16%
• market 16%
• losses 16%
• markov process 16%