FX Dashboard: Brazilian Real Cheap in REER Terms
Attached is our daily FX Dashboard that identifies dislocations among EM currencies. In this note, we discuss the binary risks in Brazilian real,...
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FX Dashboard: High Correlation Between EM Currencies and US Equities
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we look at the implications of the high correlation...
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Alpha Bites: Long Mexican Peso (MXN) Vs Short Canadian Dollar (CAD)
In this week’s Alpha Bites, we recommend buying the Mexican peso funded in the Canadian dollar in a beta-neutral ratio as we expect the peso to...
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FX Dashboard: Leaders and Laggards in the Pandemic
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we discuss the best and worst performing currencies...
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FX Dashboard: Chilean Peso Vs Australian Dollar
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we show that while the Chilean peso has performed...
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