The document discusses the potential for increased trading volumes and monetary policy divergence leading to a broad-based volatility pick-up. It recommends specific trades such as buying a 6M GBP/USD variance swap and a 3M AUD/USD variance swap due to low transaction volumes and attractive historical realized volatility levels. It also provides a table of 6M realized z-scores for various currency pairs.
doj/DataSet10/EFTA01449251.pdf
{"title":"FX Blueprint: Dashing Buck","key_people":["Nicholas Weng","James Malcolm"],"document_date":"2013-05-16","document_type":"tabular","key_locations":["London"],"key_organizations":["Deutsche Bank AG"]}