Hi guys,If a currency such as AED is pegged to the USD, how can you best hedge that?If you have a balance of 12,000 USDAED, what's the correct hedge calculation? How do I hedge that with just USD?
<t>QuoteOriginally posted by: daveangelQuote I have a price weighted index using X for equal weighting. For example, using X = 100.100/A + 100/B + 100/C = basket value for each day and A, B and C are what ? Are they yesterdays closing prices for the stocks ? ie are you rebalancing daily to main equa...
<t>QuoteOriginally posted by: daveangelQuoteOriginally posted by: brianhough24QuoteOriginally posted by: daveangelQuoteOriginally posted by: brianhough24QuoteOriginally posted by: McWulfPresumably you are correlating price returns?I am, what's the best way to create a basket of price returns?there i...
<t>QuoteOriginally posted by: daveangelQuoteOriginally posted by: brianhough24QuoteOriginally posted by: McWulfPresumably you are correlating price returns?I am, what's the best way to create a basket of price returns?there is no such thing a basket of price returns. You can the returns on basket bu...
<t>I have a stock that I am correlating with the price of oil. Let's say it is +0.32.I have another stock that I am correlating with the price of oil. Let's say it is +0.39.Finally, there's another stock that I am correlating with oil and it is +0.4.I combined these stocks into one basket and the co...