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罗尼交易指南
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同时买EUR/USD和USD/JPY,看着是两笔交易,美元风险却可能刚好相抵。
在图里的即期换汇例子中,两边美元金额配齐后,剩下的是买欧元、卖日元的暴露。数量没配齐,还会留下美元。
所以多开一笔,未必多一份分散。得把每种货币的数量拆开看,不能只数交易单。图中金额和汇率为假设。
EUR
-0.56%
JPY
ETF
-3.98%
USD
ETF
-18.57%
1
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