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News & Updates

5 December 2025

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

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. 

14 February 2026

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

Freely accessible for academic research

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