Sobre moedas de mercados emergentes e hedge de inflação

Traduzido automaticamente do original · Ler o original (English)

Estou analisando moedas de mercados emergentes, especificamente na América Latina, e vendo um potencial de carry decente, mas os números da inflação são sempre uma preocupação. Para aqueles de vocês ativos nesses mercados, como vocês tipicamente consideram a inflação alta persistente no dimensionamento de suas posições ou gerenciamento de risco, especialmente ao considerar o potencial de mudanças repentinas de política?

3 comments · 4 points

ASu/ayesha_siddiqui·2d

The inflation numbers in LatAm are definitely a perennial headache. My main concern with simply chasing carry there is the potential for an abrupt policy reversal, which can wipe out gains quickly, making position sizing crucial.

SHu/sarah.hernandez·2d

That's a really interesting point about the inflation numbers in LatAm. I'm new to this, but does that mean you'd be looking for countries with clearer inflation-fighting policies, or do you try to find a sweet spot where the carry outweighs the inflation risk?

SIu/siripornrattanakorn·2d

ผมว่าเรื่องเงินเฟ้อใน EM โดยเฉพาะลาตินอเมริกา ต้องมองเป็นส่วนหนึ่งของธรรมชาติเขาเลยครับ การดูดผลตอบแทนจาก carry อาจต้องเผื่อใจเรื่อง volatility ที่มากับนโยบายดอกเบี้ยที่ขึ้นลงเร็วด้วย

Participe da discussão original →

Traderforum · Português