The winger has joined Betis on-loan from Manchester United to the end of the season.
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Antony is in the frame to make his debut on Sunday against Athletic Bilbao and Pellegrini said in today's preview: "His signing is very important.
"He is a player of great quality, as he has shown throughout his career. Manchester United bought him for a significant amount, but for various reasons he was unable to succeed and he is coming here with all the hope and demands of doing so. He could be a very important player for us.
"We want the speed he has, in one-on-one situations, he can score without being a natural goalscorer... With a right wing that is somewhat vacated, we need a striker on that side."