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FX Model Portfolio

Saxo Fundamental FX Portfolio - February 2012
Mads Koefoed, 3 days ago01 February 2012
The Saxo Bank Fundamental FX Portfolio had a strong start to 2012 with returns of 1.34, 1.35, and 1.36 percent in January in the three reference portfolios (EUR/USD/GBP), respectively. It is net short EUR going into February. Read more
147 Views
2 Likes
0 Comments
1 Followers
Saxo Fundamental FX Portfolio - January 2012
Mads Koefoed, 02 January 201202 January 2012
The Saxo Bank Fundamental FX Portfolio returned 1.55, 1.55, and 1.56 percent in the three reference portfolios in December, respectively, driven by the EURNZD, EURUSD, and EURGBP pairs. Read more
344 Views
0 Likes
0 Comments
0 Followers
Saxo Fundamental FX Portfolio - December 2011
Mads Koefoed, 01 December 201101 December 2011
The Saxo Fundamental FX Portfolio returned 0.4 percent in November across all three reference portfolios driven by the strong performance of the JPY. Read more
286 Views
0 Likes
0 Comments
0 Followers
Saxo Fundamental FX Portfolio - November 2011
Mads Koefoed, 01 November 201101 November 2011
The Saxo Fundamental FX Portfolio model lost just shy of 1 percent in the three reference portfolios in October driven by the short AUD positions. Read more
211 Views
0 Likes
0 Comments
0 Followers
Saxo Fundamental FX Portfolio - October 2011
Mads Koefoed, 04 October 201104 October 2011
The Saxo Bank Fundamental FX Portfolio was flat in September as strong gains in the AUD positions were offset by similar losses in NZD. The three reference portfolios (EUR, USD and GBP) returned 0.02, -0.22 and 0.10 percent, respectively. Read more
310 Views
0 Likes
0 Comments
0 Followers
Saxo Fundamental FX Portfolio - September 2011
Mads Koefoed, 01 September 201101 September 2011
The Saxo Fundamental FX Portfolio returned -1.04, -1.05 and -1.03 percent in the EUR-, USD- and GBP-denominated reference portfolios, respectively in August. Read more
686 Views
0 Likes
0 Comments
0 Followers
Saxo Fundamental FX Portfolio - August 2011
Mads Koefoed, 31 July 201131 July 2011
The Saxo Fundamental FX Portfolio made a comeback in July gaining 0.48, 0.47, and 0.49 percent, respectively, in the three reference portfolios (i.e. EUR, USD, and GBP). Read more
846 Views
0 Likes
0 Comments
0 Followers
Saxo Fundamental Forex Portfolio: mid-month update (July)
Mads Koefoed, 15 July 201115 July 2011
A disappointing June, which saw the three reference portfolios lose 0.9, 0.77, and 1.45 percent, respectively for the EUR, USD, and GBP-denominated accounts, has been succeeded by mild drawdowns in July thus far. Read more
495 Views
0 Likes
0 Comments
0 Followers
Saxo Weekly Technical FX Model
Mads Koefoed, 04 July 201104 July 2011
Last week's risk-on sentiment was more than the model could handle and after two strong up-weeks it lost 0.92, 2.53, and 4.10 percent in the 1x-, 3x-, and 5x-leveraged reference portfolios, respectively. Read more
640 Views
0 Likes
0 Comments
0 Followers
Saxo Fundamental Forex Portfolio - July 2011
Mads Koefoed, 01 July 201101 July 2011
June turned out to be a disappointing month for the Fundamental Forex Portfolio as its bullish bets on the SEK and GBP turned sour. Read more
596 Views
0 Likes
0 Comments
0 Followers
Saxo Weekly Technical FX Model - 2011-06-27
Mads Koefoed, 27 June 201127 June 2011
It was another week in the green last week as the model returned 0.08, 0.51, and 0.68 percent for the 1x, 3x, and 5x leveraged reference portfolio, respectively. Read more
472 Views
0 Likes
0 Comments
0 Followers
Saxo Weekly Technical FX Model - 2011-06-14
Mads Koefoed, 14 June 201114 June 2011
The weekly technical portfolio ended the week slightly down as the USD strengthened heading into the weekend. The reference portfolios returned -0.08%, -0.27%, and -0.45%, respectively (leverage: 1x, 3x, and 5x). Read more
89 Views
0 Likes
0 Comments
0 Followers
Saxo Fundamental FX Portfolio - June 2011
Mads Koefoed, 01 June 201101 June 2011
The Fundamental FX Portfolio had a disappointing month in May with returns of -0.39, -0.40, and -1.15 percent in the EUR, USD, and GBP denominated portfolios, respectively. Read more
100 Views
0 Likes
0 Comments
0 Followers
Saxo Weekly Technical FX Model
Mads Koefoed, 30 May 201130 May 2011
The Weekly FX Model was essentially flat last week as a 'take profit' in USDZAR was almost entirely cancelled out by a stop out in EURUSD. Read more
95 Views
1 Likes
0 Comments
0 Followers
Saxo Fundamental FX Portfolio: End-of-month status (May)
Mads Koefoed, 27 May 201127 May 2011
The severe beatings sustained by all three reference portfolios by mid-month have thankfully eased off somewhat despite risk appetite still being hard to come by. Read more
65 Views
0 Likes
0 Comments
0 Followers
Saxo Weekly Technical FX Model - 2011-05-23
Mads Koefoed, 23 May 201123 May 2011
The model's patchy start was confirmed last week as it gave away most of the returns gained the week before. Performance last week was -0.30%, -0.74%, and -1.19% for the three reference models (1x, 3x, and 5x leverage). Read more
54 Views
0 Likes
0 Comments
0 Followers
Saxo Weekly Technical FX Model - 2011-05-16
Mads Koefoed, 16 May 201116 May 2011
Despite being stopped out of the EURNOK long position mid-week last week, the model recovered as risk appetite soured and the USD came back to bag a healthy profit in the short AUDUSD trade. Read more
24 Views
0 Likes
0 Comments
0 Followers
Saxo Fundamental FX Portfolio: Mid-month update (May)
Mads Koefoed, 13 May 201113 May 2011
A mid-month status update on the Saxo Fundamental FX Portfolio ahead of the weekend is not easy on the eyes as all three are bleeding from JPY and USD bearishness. Read more
52 Views
0 Likes
0 Comments
0 Followers
Saxo Weekly Technical FX Model - 2011-05-09
Mads Koefoed, 09 May 201109 May 2011
The Euro was hammered last week as Trichet and Nonfarm Payrolls conspired to send the EURUSD tumbling 3.4 percent to end the week at 1.4316, resulting in the model's biggest weekly loss. Read more
61 Views
0 Likes
0 Comments
0 Followers
Saxo Weekly Technical FX Model - 2011-05-02
Mads Koefoed, 02 May 201102 May 2011
The Weekly Technical FX Model slipped a bit again last week to drag all three reference accounts into negative. Read more
62 Views
0 Likes
0 Comments
0 Followers
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FX Model Portfolio
Saxo Bank's FX Model Portfolio delivers the results of a monthly fundamental forex asset allocation model.
Author Mads Koefoed

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