FX FX MANAGERS
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Ulf J. Lindahl
CEO & CIO of A.G. Bisset & Co., Inc. interviewed by JW Partners for FX Trader Magazine
Ulf Lindhal directs and oversees AG Bisset & Co’s currency overlay and alpha programs. He produces and publishes the firm’s investment research “Review of Emerging Trends.”
Ulf joined AG Bisset & Co since its inception and developed the core currency models used in the overlay and alpha programs. He explains how both the firm’s model-driven strategy - designed in 1983 – and trading process have remained stable at the
JW
How long have you been trading foreign exchange for and what first
attracted you to UL
I joined the firm at its inception and
at the beginning of my
career, having arrived to the US after completing my degree at Stockholm School of Economics. I was responsible for developing the firm’s currency models, attracted by the opportunity to work in the financial industry in New York.
50 FX TRADER MAGAZINE July - September 2011 this
industry? Tell us about your career evolution?
Manager Strategy Location
A. G. Bisset & Co., Inc. Systematic Trend-following Rowayton, CT, USA
Assets Under Management USD 2.2 billion Type Style
Instruments Traded Currencies
Institutional Model-driven Forwards Majors
The firm began as a provider of currency hedging advice for corporate clients worldwide
in 1981 and began to manage currency hedging programs for pension funds in 1988, followed
A.G. BISSET & CO., INC
core; how it has been adapted over the years and includes built-in risk management rules. He defines how AG Bisset & Co’s current research focuses on designing integrated programs for investors that need to have their exposures actively hedged, blending active hedging, passive hedging and currency alpha in various proportions. Ulf gives specific details about the firm’s trading strategy such as the way position sizes are determined, the use of timeframes, leverage and emerging currencies.
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