Recent content by Ruph

I was wondering if someone could give an explanation of the terms Carry and Slide in fixed income instruments (swaps). I'm having a hard time understanding their concepts. Also, an example might help in how to calculate day's Carry and Slide PnL on a swap or bond. thanks.

Hi all. I need some suggestions on the following: "You have identified a set of 25 stocks that you regard as undervalued. You are willing to tolerate a portfolio variance of 9% per annum. You are not permitted to sell short, trade on margin, or allocate more than 10% of your investment...