Fri, May 6, 2016
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. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n

  2. Opalesque Exclusive: Hedge fund talent, fees take a hit at the Milken Global Conference[more]

    Bailey McCann, Opalesque New York: It's been a rough year for hedge funds and now, even other managers are panning them. "Frankly, I’m blown away by the lack of talent," was Point 72 CEO Steven Cohen's assessment of trying to find candidates to hire in the investment business at a panel o

  3. Hedge funds fell in April as alternative UCITS surge in Europe[more]

    Komfie Manalo, Opalesque Asia: Hedge funds shed more in April with the Lyxor Hedge Fund Index down 0.9% during the month (-2.8% YTD), but there was some good news with alternative UCITS showing strong inflows in Europe. In its Weekly Briefing, Lyxo

  4. Global hedge funds recover in April on resurging energy commodities[more]

    Komfie Manalo, Opalesque Asia: Global hedge funds recovered in April with the HFRX Global Hedge Fund Index gaining +0.41% last month (-1.47% YTD), while the HFRX Market Directional Index gained +5.31% during the same

  5. AIG lost $349m in hedge fund portfolio in Q1[more]

    Komfie Manalo, Opalesque Asia: Large US insurance group AIG lost a net $183m for the first quarter 2016, year-on-year. The group blames the loss on the impact of market volatility on investments, as well as net realised capital losses and restructuring costs. Its hedge fund portfolio made a n