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Tag: fx

Strategies

FX Carry
Currency Momentum (Cross-Sectional FX Trend)
EM FX Carry with Crash Hedges
FX Value (Purchasing Power Reversion)

Concepts

Carry
The SABR Model

Interview Questions

Another triangular FX arbitrage to spot
When the FX triangle looks off but is not tradable
Triangular arbitrage with explicit bid and ask
Spot the triangular FX arbitrage

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For educational purposes only. Not investment advice.

I may have positions in instruments discussed. Past performance is not indicative of future results.