new york
Posts: 18 since Jun 2010
Thanks Given: 0
Thanks Received: 1
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Thanks everyone for all of your help and for taking the time to thoroughly respond. Because I never hedge, I just needed practical advice on the QUALITY and EFFICIENCY of each hedging method. Even though I never hedge, I am well aware of all of the pros and cons of hedging strategies/methods that people have used to try and eek out a profit that never work, or are marginally successful (triangular arbitrage, carry trades, etc). I am not hedging for any of those reasons... These last few responses have explained exactly what I needed to know. Thanks for all of your help.
And to answer Macroninja's question I am trying to find the most efficient way to remain 100% delta neutral in my forex position without the problems associated with having to constantly re-balance the deltas of futures options to remain delta neutral. I simply want to place a hedge and have it protect my position 100% on a 1 to 1 ratio, less any associated fees. I understand all the fees, swaps, spreads, etc, that are associated but those costs are insignificant for what I'm doing. Thanks again!
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