Hedge Funds Make FX Correlation Plays

03 Aug 2010

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 ...

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