Foreign Exchange Strategies

In 1996, PGS began designing and managing multi-manager currency and macro strategies for major banks and public pensions. PGS established itself as a leader in manager selection, research, and portfolio construction involving both FX and CTA managers. Our products offered clients efficient access to diversified currency management along with liquidity, transparency, and independent operational and risk oversight. In 1992, Virginia Reynolds Parker developed the Parker FX Index™, the first index for monitoring the market performance of active FX managers. PGS’ FX Indices are among the most broadly used in the industry and academia for analyzing the performance of FX programs. In 2008, PGS developed a proprietary style mapping system called FX Style Trax ™. It was a sophisticated system that analyzes FX managers by trading style and is designed to aid in the portfolio construction of multi-manager solutions and indices. PGS is known for its ability to customize multi-manager solutions through funded and unfunded structures to meet the needs of our clients.

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