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Currency risk

Discussion in 'General Discussion' started by Gabor Maly, Nov 19, 2015.

  1. Gabor Maly

    Gabor Maly Well-Known Member

    Any of you guys with international portfolios hedging the currency risk of your portfolio? If yes what type of hedging strategy are you utilizing?
    I am not sure there are too many options out there other than sell spot FX, sell futures, or buy currency futures option, but just want to throw this out there maybe someone has other creative methods. I have been looking at some butterfly hedges on /DX futures but they all looked bad and having theta in not too nice here.

    Thanks
     

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