The document discusses trading strategies involving USD/JPY and USD-CAD, focusing on leveraging USD/JPY skew and lowering USD-CAD beta. It includes historical data and analysis on risk reversals, implied correlations, and returns. The document provides specific trade recommendations and historical context for currency movements.
doj/DataSet10/EFTA01451149.pdf
{"title":"FX Blueprint: Thin end of the wedge","key_people":["Nicholas Wang","James Malcolm"],"document_date":"2014-01-09","document_type":"tabular","key_locations":["London"],"key_organizations":["Deutsche Bank AG"]}