Income for EM carry trades

The product has been designed to minimise the risk of carry trades using an algorithm that, on a monthly basis, selects five currency pairs from a universe of 20 emerging markets currencies from Asia, Central and Eastern Europe, Middle East, Africa and Latin America.

A proprietary carry-to-risk measure is used to select those currencies which offer the best carry opportunities for the least amount of foreign exchange risk. The algorithm is also designed to reduce the strategy's leverage in ti

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