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by brianhough24
October 2nd, 2012, 1:49 am
Forum: Student Forum
Topic: hedging pegged currencies
Replies: 5
Views: 11214

hedging pegged currencies

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?
by brianhough24
April 24th, 2012, 12:40 pm
Forum: General Forum
Topic: Individual vs Basket of Stocks, correlations are opposite?
Replies: 11
Views: 14916

Individual vs Basket of Stocks, correlations are opposite?

<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...
by brianhough24
April 24th, 2012, 12:33 pm
Forum: General Forum
Topic: Individual vs Basket of Stocks, correlations are opposite?
Replies: 11
Views: 14916

Individual vs Basket of Stocks, correlations are opposite?

<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...
by brianhough24
April 24th, 2012, 12:02 pm
Forum: General Forum
Topic: Individual vs Basket of Stocks, correlations are opposite?
Replies: 11
Views: 14916

Individual vs Basket of Stocks, correlations are opposite?

<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...
by brianhough24
April 24th, 2012, 11:34 am
Forum: General Forum
Topic: Individual vs Basket of Stocks, correlations are opposite?
Replies: 11
Views: 14916

Individual vs Basket of Stocks, correlations are opposite?

QuoteOriginally posted by: McWulfPresumably you are correlating price returns?I am, what's the best way to create a basket of price returns?
by brianhough24
April 24th, 2012, 11:33 am
Forum: General Forum
Topic: Individual vs Basket of Stocks, correlations are opposite?
Replies: 11
Views: 14916

Individual vs Basket of Stocks, correlations are opposite?

QuoteOriginally posted by: daveangelhow have you weighted them in the basket ?I am using even weighting
by brianhough24
April 24th, 2012, 4:29 am
Forum: General Forum
Topic: Individual vs Basket of Stocks, correlations are opposite?
Replies: 11
Views: 14916

Individual vs Basket of Stocks, correlations are opposite?

<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...
by brianhough24
April 20th, 2012, 12:30 am
Forum: Student Forum
Topic: How to use correlation and percentage change to price a stock?
Replies: 8
Views: 15260

How to use correlation and percentage change to price a stock?

anyone know the answer to my question below?this is my final question on this topic and any help would be appreciated