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johan.gradin
3 lug 2014 19:47

EEM diverging from EMFX aggregate 

CME:BR1!*ICEUSA:H01!*CME:M61!*CME:E41!*CME:R61!*CME:WH1!*CME:T61!*CME:WP1!*15000000001D

Descrizione

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EMFX aggregate is the:
BRL,INR,MXN,TRY,RUB,KRW,ZAR,PLN

These have decoupled (lost correlation) or rather ignored the advances in the EEM.
Room for re-coupling soon.

Commenti
johan.gradin
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What a great trade this has been! :)
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