How to get more from your basket
BACKGROUND
Baskets are becoming an increasingly popular product, being used to take a specific type of risk, for example, to Asian currencies, without having to pick a single currency and all the associated risks. However, how you pick the 'optimum' basket is a bit of a black art, and is difficult to evaluate.
PROBLEM
It is often asked, 'What is the optimum basket given certain requirements and restraints?' There is no easy answer, but one possible approach is to look at historic performance. To
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