新兴市场外汇对冲与套利
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对于活跃于新兴市场外汇的交易者，你们通常如何平衡对冲下行风险的成本与潜在的更高套利收益，尤其是在我们目前在一些拉美货币中看到的波动时期？我仍在努力理解高效的风险调整后套利策略。
1 comments · 27 points
KEu/kevin76·1d
That's a great question, and definitely a key challenge in EM. I've found that using options to create asymmetric hedges, rather than outright forwards, can be more capital-efficient for protecting against tail risk while still capturing some carry. It's not perfect, but it helps manage the cost.
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