Duru Ahanotu

Duru Ahanotu

Dr. Ahanotu is a graduate of Stanford University with over twenty years of experience doing analytic modeling, executing pricing strategies through price optimization, and implementing, developing, and selling enterprise software.

Articles by Duru Ahanotu

THIS Time A Swiss Franc Hedge Makes More Sense

Swiss Franc, Money Market Diverge

Money markets and the Swiss franc have diverged despite a presumed increase in event risk from the U.S. Presidential election. Moreover, shorts against the Swiss franc have risen. This surprising divergence opens up a presumed opportunity use the franc as a hedge against a surprise outcome from the election. This time I agree with the strategy even as I suspect that, once again, any subsequent incremental strength in the Swiss franc will be short-lived.

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