Rebalancing involving Equities for example, mechanically involve selling/buying Equities. When this is not done in the Portfolio native currency, each Equity transaction involves FX transactions which might not be apparent but it does happen. FX transactions often need to be hedge with Futures FX transactions. Just an example but mechanical effect.
Rebalancing involving Equities for example, mechanically involve selling/buying Equities. When this is not done in the Portfolio native currency, each Equity transaction involves FX transactions which might not be apparent but it does happen. FX transactions often need to be hedge with Futures FX transactions. Just an example but mechanical effect.
Do you take ATR into consideration?
You're the man! Im going to try to play this and add to your liquidity lol