The Folies Caprice
Written by
William Le Queux
Copyright 1921
Published in The Royal Magazine, December 1920. 4th story in the collection .
Traveling to Budapest specifically to make the acquaintance of a "charming little dancer who nightly delighted the patrons of the world famous establishment, the Folies Caprice", Claud Heathwaite is not looking for romance, though he finds it, but to learn what the young spy was really up to.