ID | Title of Strategy | Period of Rebalancing | Markets Traded | Indicative Performance | Volatility | Keywords |
---|---|---|---|---|---|---|
5 | FX Carry Trade | Monthly | currencies | 7.27% | 9.6% | carry trade, factor investing, forex system, FX anomaly, smart beta |
129 | Dollar Carry Trade | Monthly | currencies | 5.6% | 8.53% | carry trade, forex system, FX anomaly |