Hedge funds’ pricing often trumps other buy-siders – SNB
Research shows “advantageous” prices result in outperformance of 139bp trading USD/CHF
Hedge funds are likely to receive more “advantageous” pricing than other buy-side client types and their flow can have more impact on exchange rates, a study from the Swiss National Bank (SNB) has revealed.
The working paper, which investigates the role of hedge funds in the Swiss franc market, found they are better positioned to leverage “informational advantages” over asset managers, insurance
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Markets
Beyond epicycles: models must describe markets, not just fit them
Modelling needs to embrace complexity in volatility patterns, says Jean-Philippe Bouchaud
Can AI be the great equaliser in e-FX?
FX market-makers see real benefits for agentic AI in code generation and data analysis
JP Morgan’s former head of FXO trading leaves Balyasny
Ankur Dhingra spent almost three years as a macro portfolio manager at the multi-strat hedge fund
LSEG’s TradeAgent to challenge swap confirmation monopoly
Post-trade platform aims to extend clearing efficiencies to bilateral markets beyond SwapAgent
Short dollar bets make cautious return after safe-haven rush
Cautious USD-weakening positions re-emerge despite return of natural ‘dollar smile’ hedge
Ice’s Sprecher: institutional prediction bets ‘a matter of time’
Longer-term vision for ‘niche’ energy event contracts may be aided by recent Polymarket tie-up
The ‘addictive’ way of working behind Marex’s rapid growth
Staff are encouraged to run lots of little experiments to figure out what works – and what doesn’t
CME’s Duffy warns against government intervention in oil markets
Exchange head doesn’t rule out possibility of oil hitting $150 a barrel
