Recent content by maxxw

  1. M

    FX Correlations

    The oil price is another good one.
  2. M

    Currency hedge

    Wow that is a complicated one! fwiw I work as a portfolio manager at a fund management firm, so these are the sort of issues I have to worry about on a day to day basis, but fortunately I have systems to tell me exactly what my currency exposure is! A couple of points: 1) As Grantx says the ER2...
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