Correlation
Hedge funds turn to exotics for EM carry trades
Traders eye dual digitals to cheapen up carry plays
Assessing execution quality and slippage in volatile times
Market participants must focus on how their evaluated execution costs vary in different market regimes, writes Tradefeedr’s Alexei Jiltsov
MarketFactory secures funding from Silicon Valley investment firm
Accel-KKR’s strategic investment will facilitate MarketFactory’s expansion into new markets and services
Johns swaps Nomura for Capula
William Johns worked at the Japanese bank for seven years
FX structurers see mixed demand for cross-asset hedges
Increased hedging costs in rates and credit has led some investors towards FX structured products, but some remain concerned that correlation may not hold up
Return of currency trends a boon for macro managers, says Insight Investment
The strong currency trends in 2013 have been good news for the asset manager, which uses strategies aiming to generate alpha from currency positions
Foreign exchange market set for growth in 2013
Drop in global asset correlation and regulation set to favour foreign exchange
Currency investors discuss strategies for 2013
FX Invest asks industry experts to describe their experiences during 2012, and what they are looking forward to in 2013
Commodity correlation returning to pre-2008 levels, say analysts
The tight link between commodities and equities is easing as firms become less worried about macro shocks, say analysts
Increased risk appetite causes spike in relative value FX trades
Investors are turning to relative value trades to provide low-premium, guaranteed downside and good leverage to the upside, traders say
Correlation breakdown tells a cautionary tale
John Hardy, chief currency strategist at Saxo Bank in London, discusses his views on the currency markets, sounding a note of caution about the risk rally seen since the start of the year
Morgan Stanley Smith Barney increases managed futures allocation
Managed futures have low correlation to markets and perform well in difficult times, says MSSB. Choppy markets and frequent trend reversals created a difficult environment for the strategy this year.
SDX expands exotics options
SuperDerivatives is capitalising on increased risk appetite for exotic options with the launch of new correlation products on its multi-asset pricing system, SDX, in the first quarter of 2011.
15 minutes with: Stacy Williams, HSBC
Senior quant discusses the high levels of cross-asset correlation across today's markets
SuperDerivatives builds out exotic options
SuperDerivatives adds to its exotic options offering.