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GC Asia
Hedge Funds Make FX Correlation Plays
Hedge funds are buying worst of baskets, best of baskets and dispersion strategies in foreign exchange to take advantage of still-elevated correlation among currency pairs.
--Eleni Himaras
Hedge funds are buying worst of baskets, best of baskets and dispersion strategies in foreign exchange to take advantage of still-elevated correlation among currency pairs.
“You see people interested in the correlation between emerging markets and the developed world,” said one fx structurer in New York. He ...Please take a trial or subscribe to access this content.
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