EEM diverging from EMFX aggregate

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

Description

⋅ Jul 3, 2014 7:47 PM

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.

Comments

johan.gradin

⋅ Apr 16, 2015 9:41 AM

What a great trade this has been! :)