JP Morgan brings out low-cost carry replication strategy

News

Investment bank JP Morgan has launched Yield Alpha, a simple, low-cost investment strategy. This strategy targets a return of 2% above a cash investment and aims to keep volatility below 2%, providing an alternative to standard money-market or cash investments.

The Yield Alpha strategy was previously only available through costlier investments such as hedge funds, JP Morgan says. The strategy is driven by an algorithm that replicates trades across four different carry opportunities. It exploi

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: