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Assessing traders performance in that context is I believe quite similar to assessing Hedge Fund's performances (especially market-neutral): there is no obvious direct index for this, and it will always be tougher than for long-only equity funds obviously. However, I did use an index called HFRX Macro: Currency Index, which is basciallyl an aggregate of ...


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In general, no such index exists as where with stocks you are just holding most of the major players with currencies you are always making a long/short bet. A common EUR futures position, for instance, is really a long EUR/short USD bet. Still if your managers are USD denominated holding (long-only) a basket of foreign currencies the already mentioned ...



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