Tag Archives: Hedging

Forex_YenUSD

Here is a neat Japanese Yen forex and hedging trading strategy

Here is a neat Japanese Yen forex and hedging strategy:   Neat Japanese Yen forex hedging tip again DXJ ETP just announced - See more at: http://quantlabs.net/blog/2014/04/neat-japanese-yen-forex-hedging-tip-again-dxj-etp-just-announced/#sthash.PYK8fQ2M.dpuf   R cheat sheet for your FREE Quandl API access - See more    http://quantlabs.net/blog/2014/04/r-cheat-sheet-for-your-free-quandl-api-access/   And of course a video I put up about where we are going with ARIMA…

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forexplatforms

Neat Japanese Yen forex hedging tip again DXJ ETP just announced

Neat Japanese Yen forex hedging tip again DXJ ETP just announced On Bloomberg just now, as someone think todays pouding of the NYSE is due to pulling back on tech bubble possibly coming. Once recommended upcoming strategy is to play the Japanese Yen against this hedged EFT https://ca.finance.yahoo.com/q?s=DXJ See what other neat little tips come…

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WFCWedOct0320121

2014 long term hedging bets: That is why I’m short es and long silver and gold equities

THis came in from someone on my Linked In so thanks to them ! 2014 long term hedging bets:  That is why Im short es and long silver and gold equities Someone recommended this. Sounds smart? Learn more what we plan to do through our FREE newsletter  

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New quant book research paper on advanced hedging methods

New quant book research paper on advanced hedging methods In this paper we formalize the hedging problem and introduce three new solutions, one static and two dynamic. http://www.risk.net/journal-of-investment-strategies/technical-paper/2164439/advances-cointegration-subset-correlation-hedging-methods Advanced om cointergration and subset coordinates hedging methods risk.net   – Just a warning. That link takes you to a fee site. Don’t bother signing up if…

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A return to riskier FX Hedging products?

A return to riskier FX Hedging products? Validusrm.com The 2008 banking crisis, and the resulting spike in foreign exchange market volatilities, had a clear impact on corporate hedging activities – as…   – great article. Indeed, it does appear that investors and corporations are willing to take on more risk. I love your citation of…

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A return to riskier FX Hedging products?

A return to riskier FX Hedging products? Validusrm.com The 2008 banking crisis, and the resulting spike in foreign exchange market volatilities, had a clear impact on corporate hedging activities – as…   – great article. Indeed, it does appear that investors and corporations are willing to take on more risk. I love your citation of…

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A Return to Riskier Forex Hedging Products?

A Return to Riskier Forex Hedging Products? validusrm.com The 2008 banking crisis, and the resulting spike in foreign exchange market volatilities, had a clear impact on corporate hedging activities – as…   – great article. Indeed, it does appear that investors and corporations are willing to take on more risk. I love your citation of…

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Advances in Cointegration and Subset Correlation Hedging Methods

Advances in Cointegration and Subset Correlation Hedging Methods Hedging can be interpreted as a generalization of the portfolio optimization problem with applications in areas as diverse as trading, risk management and asset allocation. Like in portfolio optimization, one of the problems of hedging is that often one position or a subset (combination) of positions dominate…

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I am currently researching multicurrency diversification and correlated hedging as a zero risk/absolute return/market neutral strategy.

currently researching multicurrency diversification and correlated hedging as a zero risk/absolute return/market neutral strategy. Having seen some stunning results by others using this approach, I want to develop a purely TA intraday algo strategy, making simultaneous entries and exits from analysis either on a 1H,4H or D1 TF. If you have had some success trying…

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