Ok, so it's really not about hedging for you anymore. If you're worried about the U.S. and pretty much the state of the world to such an enormous...
Sorry, I wouldn't know. If I knew what the future holds in place for us, I would be the richest man alive and not Jeff Bezos. Not that I'm...
If you want to reliably hedge, you need to short the USD against your local currency via an instrument available to you, such as an option, CFD,...
I'm beginning to get where you're coming from, Sig, but I need to strongly disagree with your observation that the exchange rate moves according...
I did not say *not* to trade forwards. ;) But thanks for the addition anyways. However, if you look at the retail space where traders might not...
Feel like some things get mixed up in this thread. Carry trade has NOTHING to do with arbitrage. CIP violations might present arb opportunities....
If you go long CCYs of high-interest countries you will almost certainly earn positive carry. Even after the broker margin the carry should remain...
What did you decide to do? Not sure why you insist on futures. Why not trade an FX swap and keep rolling the fwd leg over at maturity?
Interesting thread, I'll keep watching. Thanks for sharing your ideas! Is this a purely quant approach or discretionary as well?
EUR short - Perhaps not directly after the press conference, but definitely in the near future. Equities long - After all, what places are left...
FX volume is usually highest during early London trading hours and then again when NY comes in.
Ridiculous SNB decision really... More importantly, terrible implementation. They should have announced this at the week-end so market...
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