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Tag: hedge
Chart of the Month – Sell in May and go away? or Hedge a quarter and sleep better?
Sell in May and go away? or Hedge a quarter and sleep better? It was an extraordinary time to hedge a portfolio (or take profit) in November 2017 when the ratio S&P 500 PE/VIX reached 1.80 and was close to 3 standard deviation away from its mean (refer to our…
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Chart of the Month – It has never been a better time to hedge your YTD performance!
It has never been a better time to hedge your YTD performance! The S&P 500 Index is currently trading at all time high after being up +14.75% YTD and over +20.0% in the last 12 months. S&P 500 90-day realized volatility is now trading at the low range of the…
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To hedge or not to hedge? Notz Stucki long-only chief reveals his JPY call
Pierre Mouton, head of long-only strategies at Notz Stucki answers Jessica Beard questions about the Japanese yen. You can read the entire article here.
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Chart of the Month – Japanese Yen: to hedge or not to hedge?
Heart shaped hedges, Japanese gardens (« Johnson’s aeroplane” – INXS, 1984) When it comes to buying Japanese equities for a non-Japanese investor, this emotional question always resurfaces: how do I manage the currency risk for the seeds I sowed in the Japanese garden, i.e. do I hedge the JPY currency…
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