[quote="Ghostrider"]Carry is important, but is not more important than being long/short the strongest/weakest horse out of the gate. I find many times the large carry trade agrees with the best trade.
Self-reinforcing trend perhaps? Would be interesting to backtest, no?
Search found 2 matches
- Fri Dec 31, 2004 5:28 pm
- Forum: Forex
- Topic: Backtesting and Accounting for Carry
- Replies: 17
- Views: 24601
- Wed Dec 22, 2004 12:06 am
- Forum: Forex
- Topic: Backtesting and Accounting for Carry
- Replies: 17
- Views: 24601
Let's assume that you are following a trend in the Pound. You have a choice of trading your Pound position against $, Euro, Yen, Swiss, etc. Your preference, from a carry perspective, would be to trade long Pound vs. Yen, since that is where you would get the largest carry differential, right? I gue...