JP Morgan brings out low-cost carry replication strategy

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 exploits

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