News & Updates

18 April 2026

We have launched Currency Factors Quarterly on the website. The first issue, covering Q1 2026, is now available.

5 April 2026

We have extended the currency portfolio data through March 2026, added data on combined strategies, and renamed Data Explorer to Visual Explorer.

14 February 2026

We have extended the data on currency portfolios to January 2026.

15 December 2025

We have added a Data Explorer section with interactive visualizations of excess returns, net of effective bid–ask spreads, across currencies and strategies.

5 December 2025

Our first dataset release is now live, covering January 1976 through July 2025. More updates coming soon.