PHP Replaces CNH in Carry:Vol Basket
- By Bilal Hafeez and Ben Ford
- Sign-up to discuss on Slack
- 1 min read
• Over the past week all three carry strategies are up (Table 1). The classic carry is up 0.8%, carry:vol is up 0.9%, and carry:equity is up 0.4% WoW.
• Over the past week all three carry strategies are up (Table 1). The classic carry is up 0.8%, carry:vol is up 0.9%, and carry:equity is up 0.4% WoW.
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