As the OP said, 'synthetically'. If the stock ABC was, say, US-listed ADR of a european co. or eurozone ETF, then total return = return of...
I'm not sure if you are looking to passively hedge against currency risk, or pursue what's termed an active currency overlay strategy (i.e. aim...
The NYBOT Dollar Index futures contract trades electronically on the ICE platform (www.theice.com), and futures and options still on the floor of...
IluvVol, I heartily agree with you based on my own buy & sellside experience, and speaking with FX pros in bank and academic research, bank prop...
Anyone here who has traded the Dollar Index options with any regularity? Alternatively, anyone who is a/has been a/knows NYBOT floor options...
As most of the portfolio bond literature is written from a UK citizenship perspective, the terms 'onshore' and 'offshore' can be potentially...
Beware of letting the tax tail wag the investment dog. There are two basic elements in investment planning: structure, and asset allocation. I...
GreenTreeFrog - The 'portfolio bond' product I mentioned in my preceding reply to wilburbear might also be appropriate for your tax strategy,...
My base is in HK. I have done some work in the past for U.S. citizens who were currently of non-resident status, but know little of current...
From my perch as a licensed investment adviser & asset manager who has handled these sorts of issues for offshore Aussies: 1. If you are likely...
Look at a chart of cash DX during the cycle of Fed cuts that followed the Oct '98 liquidity 'crisis' ... Interest rate differentials are not...
I've spent time on both buy and sellside in the HF world, including co-creating a 3PM business that pushed a new fund to over US$150mm in aum...
Numbers are what brings your fund up on the screen initially. Audited returns required to back them up. Run comparisons with peer group and other...
Yes, I've read Market Wizards many times, and had an absorbing hour or so chatting to Jack Schwager a couple of years ago. I placed clients'...
Have to side with trade-ya1 in this debate. (I've been in both buy and sell side of the hedge fund industry since '98). $100m is off the radar...
Failing the search task (typing "D E Shaw" into Google retrieves their site as the first result...what were you doing??) might raise a red flag...
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