Dollar Carry Trade

The Dollar Carry Trade strategy ranks USD currency pairs by interest-rate differential and goes long USD against low-carry currencies and short against high-carry currencies. Rebalances monthly on the first trading day.

Details

• Entry Criteria: Rank by carry; long low-carry, short high-carry.
• Long/Short: Both.
• Exit Criteria: Monthly rebalance.
• Stops: No explicit stop.
• Default Values:
  • K = 3
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Fundamental
  • Direction: Both
  • Indicators: Rates
  • Stops: No
  • Complexity: Intermediate
  • Timeframe: Daily
  • Seasonality: Yes
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium