Sun, Apr 30, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
A SQUARE

Expertise on unwinding of the JPY carry trade

Tuesday, August 14, 2007
The fundamentals of the carry trade are to borrow in a low yielding currency and to lend in a higher yielding currency.

A SQUARE :: 14Aug07 Expertise on unwinding of the JPY carry trade
Category Currency
Faculty Martin Wiedmann
Expertise Foreign Exchange
Author Sona Blessing
Faculty Name
Carry trades have always been a strategy currency hedge funds pursued. However, they were never as popular then, as they are now. When FX-volatility started its decline around three years ago (reaching historical lows this year) - carry trade emerged as one of the most rewarding strategies.
Download this research The many benefits of an A SQUARE subscription Recommend to a friend

<< A SQUARE archive sorted by date    << A SQUARE archive sorted by category

 Article link
More research related to Currency

[01Feb13] [Currency] Currency hedge funds
Research on performance and risk

Download

[19Aug11] [Currency] A SQUARE 19 Aug 2011
Research: Benchmarking the performance of active currency fund managers

Download

[19Mar09] [Currency] Trading Currencies
As the recession is not confined to the US alone, which seems to be the case, the USD will rise in value.

Download

[01Apr08] [Currency] A Global Currency Fund
Incisive understanding of commodity currency behaviour

Download

[20Feb08] [Currency] A currency linked arbitrage fund
Fund attempts to identify inefficiencies - arbitrage opportunities - linked with the trading globally, the 10 main currencies (spot, forwards)

Download

[05Dec07] [Currency] An Asian Currency Fund
Expertise in trading Asian currencies: (24.33% YTD as of 29.11) - the strategy has been run as a managed account since Feb.06

Download

[24Jul07] [Debt Note/Currency] iPath EUR/USD Exchange Rate ETN
Issued by Barclays Bank PLC, it is a senior, unsecured, unsubordinated debt note whose return is linked to the performance of the “EUR/USD exchange rate” or “Index”

Download

[20Jun07] [Currency] DWS Forex Strategy
Fund exploits exchange-rate volatility around the world via transactions in currency forwards and options combined with long and short positions in more than 30 currencies that are balanced in size

Download

[25Apr07] [Currency] Overlay Asset Management High Frequency Program
This program is designed to extract value from the currency market micro structure where short-term opportunities generated from transaction flows can be analysed and exploited

Download
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: Ex-Man manager combines sustainable investing with AI/ML[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Dr. Richard Bateson, quant fund manager and physicist, has recently

  2. Hedge funds holding Puerto Rico bonds are looking at a long battle[more]

    Komfie Manalo, Opalesque Asia: Hedge funds which bought Puerto Rico's distressed debt bonds are facing the prospect of a long road ahead to recover their investments as the Caribbean island is attempting to use a U.S. Congress-approved rule that allows it to exploit a bankruptcy-like proceedings

  3. Other Voices: "Winner-take-all" dynamics and hedge fund investing[more]

    A growing stream of thinking in microeconomics is the concept of "winner-take-all" dynamics. The idea seems simple. A combination of networking economics and classic economies of scale creates situations where there are just a few dominant firms or economic agents who are able to capture significant

  4. Investing - How Chipotle's comeback attracted big data robots and value investors alike[more]

    From Forbes.com: When William Ackman's ailing hedge fund Pershing Square Capital Management bet $1 billion on shares in Chipotle Mexican Grill beginning in July 2016, the stakes couldn't have been higher. Pershing Square was reeling from what would eventually be a near $4 billion loss in drugmaker V

  5. Gondor Capital sees challenges ahead for financial markets as two hedge funds post strong gains in Q1[more]

    Komfie Manalo, Opalesque Asia: Vincent Au, portfolio manager of New York-based hedge fund firm Gondor Capital Management believes that the remaining of the year would be challenging for the financial markets even as his two hedge funds maintain