Exchange rate
26
MENTIONS
15
EPISODES
8
PODCASTS
Search complete. 26 mentions across 15 episodes found for "Exchange rate".
Sep 12, 2026
Niels Kaastrup-LarsenHOST
Rule performance can vary quite a bit across asset classes.
Niels Kaastrup-LarsenHOST
Does your recent series of blog posts on pooling say anything about the right level to estimate at? Should I judge a rule on its performance across all instruments or within an asset class?" For example, if carry works in bonds and FX but not in equities, should I downweight carry in equities or is that difference almost certainly noise and I would be overfitting too? Anyways, I'm sure there's a little bit for you to chew on here, Rob.
Rob CarverHOST
Yeah so over the summer I started writing a series of blog posts about optimization which I kind of need to restart actually that's one of the things I need to restart for after my summer break and one of the things I've been thinking about and this this is this is a debate I've been having in my own head with other people for the best part of 20 years.
Rob CarverHOST
This is not a new debate, and it's certainly not new within the CTA industry, and probably been most recently revived by debates and discussions I've had with our good friend Yoav, and who, of course, runs asset class-specific funds, whereas I'm, you know, multi-asset classes.
Rob CarverHOST
Um, and, um, this also goes back to how we structured the sort of research teams back in the day, AHL days, uh, when both Yoav and I were working there, um, and we moved to a, an asset class based team.
Rob CarverHOST
So I, you know, we had a, there was a fixed income team, which I was managing, it was an equities team, it was a FX team and so on and so forth.
Rob CarverHOST
And the idea was that there was something idiosyncratic about each of those, about each asset class, which justified having a team researching and managing them specifically.
Rob CarverHOST
And there are many reasons why you might want to do that.
Craig JohnstonGUEST
I mean, there are independent factors that drive those.
Craig JohnstonGUEST
And again, when we talk about exchange rates, we have to keep in mind it's one currency relative to the other.
Craig JohnstonGUEST
So any move in individual currencies can change that ratio.
Craig JohnstonGUEST
And so the Canadian dollar, all of the, uh, support, uh, behind the Canadian dollar can remain there, but if there are changes in the US dollar, we can see movements in the exchange rate.
Ramon SalcidoNARRATOR
To better understand this paradox, it's helpful to understand how the foreign exchange market works in Mexico.
Ramon SalcidoNARRATOR
After the historic December mistake, which significantly impacted the Mexican economy, the government established a free-floating exchange rate regime.
Ramon SalcidoNARRATOR
This means that the exchange rate is not set by the government or the Bank of Mexico.
Ramon SalcidoNARRATOR
The price of the dollar is determined primarily by supply and demand in the market.
Ramon SalcidoNARRATOR
When the amount of available dollars increases and the demand for them does not grow at the same rate, the price of the dollar falls.
Ramon SalcidoNARRATOR
When a relative who lives and works in the United States sends dollars to their family in Mexico to pay rent, buy food, cover services, or anything else they need, the dollar doesn't disappear.
Ramon SalcidoNARRATOR
it enters the foreign exchange market because to pay for their needs, families need to convert dollars into pesos.
Ramon SalcidoNARRATOR
A remittance of $400 or $500 doesn't in itself have the power to change the exchange rate.
5 more episodes mention Exchange rate.
Create an account to see the whole feed, search across every transcript, and follow the entities you care about.