On EM currencies and inflation hedging
I'm looking at EM currencies, specifically in Latin America, and seeing some decent carry potential, but the inflation numbers are always a concern. For those of you active in these markets, how do you typically factor persistent high inflation into your position sizing or risk management, especially when considering the potential for sudden policy shifts?
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.