Wednesday, March 3, 2010

Hey! Hey, Pound! Hey!

The pound is getting its ass shafted. Shorted GBP/USD and longed EUR/GBP, but they're taking breathers now.

Speaking of currency hedging analyses, I dunno how to incorporate a CHA into a portfolio reallocation analysis, for a portfolio with unhedged, partially-hedged and fully-hedged assets.

btw i love my gf

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