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Producing hedge ratios via regression via returns and not price

This is not an answer but I needed space. This hedge ratio question is intimately connected to pairs trading. I wouldn't do it justice ( it's quite a large topic with quite a few technical details ) ...
mark leeds's user avatar
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Minimum variance hedge ratio for currency hedging

The simplest case of FX hedging is when there is no correlation between the assets and the FX rate. Example: a European investor buys 1 million USD in US Treasury bonds. How to hedge the EURUSD risk? ...
nbbo2's user avatar
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