What is a good way to hedge currency risk?

Discussion in 'Interactive Brokers' started by solidme, Nov 27, 2020.

  1. BKR88

    BKR88

    1-Currency position is just a hedge so won't be opening/closing regularly.
    2-Risk is with the broker, not the market. IBKR has a $22B market cap and $232B AUM. Not a big concern IMO.
     
    #21     Nov 28, 2020
  2. BKR88

    BKR88

    Definitely gets a bit complicated if he wants to be 100% hedged for every $$ exposure.
    IMO he'll just get an approximate hedge and be OK with that. May need to adjust at times.
    My comments were just comparing futures to spot forex. No difference because of swap fees.
     
    #22     Nov 28, 2020
  3. solidme

    solidme

    I am holding EUR and IBKR make me buy us stocks with a margin loan so I don’t have to convert to USD, so I am now paying borrowing and margin costs. While this system is convenient for short term trading, I am now holding positions for weeks this make me also subject to Currency risk .
    So I decided to convert my capital in USD to eliminate the borrowing costs, but I want to hedge my principal against currency risk to keep in simple.
     
    #23     Nov 28, 2020
  4. You would have to roll over your M6E position every quarter (i.e. 4 times per year). The daily trade volume on the new contract is rather low until a few days before the old contract expires. The same applies to the bid/ask spread: it tends to be a bit wider on the new contract until the last few days before the old contract expires. So you need to have a proper reminder on your calendar to execute this rollover. The 6E contracts have higher trading volumes and thus is rolling a bit easier.
     
    #24     Nov 29, 2020
  5. virtusa

    virtusa

    If you want to be hedged continuously you should indeed keep these things in mind.

    But currencies have uptrends and downtrends. So if you have a reliable system to define the trend, you only have to hedge in one direction. If your invested amount is in EUR but your trading in USD, you only have to hedge when the USD gets weaker. If the USD would get stronger you don't need to hedge. You make extra profits then. Question is: can you see the trend in a reliable way?

    I only hedge in one way.

    In hindsight it would look like this: no hedge needed in 2019. :D

    2020-11-29 11_48_06.jpg
     
    Last edited: Nov 29, 2020
    #25     Nov 29, 2020
  6. solidme

    solidme

    I still dont have a capital that needs a 6E but I think rolling at the right time the M6E will not be much effort.
     
    #26     Nov 29, 2020
  7. solidme

    solidme

    indeed now that the EUR is getting stronger I feel more the need of an hedge :)
     
    #27     Nov 29, 2020
  8. solidme

    solidme

    I Just found that IBKR have two types of FX trade: FXConv that is actually a currency conversion and VIRTUAL FX Position, that is virtual you don’t covert . Is not sclera how it works what are the implication on margin and if you are borrowing anything . Do you know more?
     
    #28     Nov 29, 2020
  9. cesfx

    cesfx

    Ib is a kind of a multi currency account. I use fxconv to balance between gbp eur and usd, there is also a function that authomatically makes a conversion for negative balances. Or you can do your own conversion as if they were trades but selecting fxconv.
     
    #29     Nov 29, 2020
  10. cesfx

    cesfx

    It can be confusing at first but you can organise a basket of currencies depending on your need. Costs are the same or similar to an FX trade.
     
    #30     Nov 29, 2020