What are some FESX hedge strategies?

Discussion in 'Index Futures' started by osorico, Aug 11, 2007.

  1. What are some FESX (DJEuro Stoxx50) hedging strategies?
    Preferably with instruments that do not trade on Eurex.

    Osorico :)

    This topic was pushed forefront for me based on a recent Hong Kong Futures Exchange closure due to weather. http://elitetrader.com/vb/showthread.php?threadid=101151
  2. FEZ = Euro Stoxx 50 ETF (State Street Advisors). Inception in 2002!

    This is probably the simplest FESX hedge, at least during US RTH. Doing some price movement correlation tests to determine some sort of ratio.

    Osorico :)