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 […]

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 […]

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 […]