AI & Algo Trading

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Carry Trades and Tail Risk of Exchange Rates

blog.edarchimbaud.com

Carry Trades and Tail Risk of Exchange Rates

edarchimbaud
Sep 2, 2023
∙ Paid
Share this post

Carry Trades and Tail Risk of Exchange Rates

blog.edarchimbaud.com
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Original paper

SSRN-id2555805.pdf

Trading rules

  • Identify high-yielding and low-yielding currencies

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