Best way to sell correlation
Posted: Fri May 16, 2008 5:39 am
Dispersion / index correlation swaps / bespoke correlation baskets / covar swaps.. there seems to be sooo many ways to sell correlation in equity space at the moment. Anyone got any strong feelings on which structure is the best one to sell ? - i.e. which give the best exposure to the banks true axe?
This is my first post although loving (long time - five dollar) the site ...
This is my first post although loving (long time - five dollar) the site ...