This is a summary of links featured on Quantocracy on Saturday, 06/16/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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FX carry strategies (part 2): Hedging [SR SV]There is often a strong case for hedging FX carry trades against unrelated global market factors. It is usually not difficult to hedge currency positions at least partly against global directional risk and against moves in the EURUSD exchange rate. The benefits of these hedges are [1] more idiosyncratic and diversifiable currency trades and, [2] a more realistic assessment of the actual