Quote from oldtime:
I wanted to get short AUD, EUR and USD.
Have no opinion on JPY and want to avoid CHF
the best I could come up with since I'm pretty neutral on CAD and GBP was
short AUD/CAD
short EUR/CAD
long GBP/USD
anybody have a better idea?
not sure what the carry implications of all that will be
average hold is 8 days, but usually after I take a profit on the whole thing, I wait for a pullback and then put it on again.Quote from atticus:
How long do you want to hold, or expect to? I like the CAD positions as the swap is mitigated. CAD has had a massive run and has reversed on the daily against the USD. I would not want to be long CAD here, especially if the SPX rolls over now that QE and Draghi is priced into the mkts.

that was a good one. Man, that didn't take long.Quote from oldtime:
I've been spread so long I just don't have the stomache for going back directional, so it's
short audcad
short eurcad
long gbpcad
long usdcad
which creates
long gbpaud
short eurgbp
short audusd
short eurusd