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