M mizhael Feb 25, 2010 #1 Hi all, I am looking for recommendations of good books, literature, pointers about carry trade and its variants... and somewhat more quantitative versions... Where can I find backtest programs/codes for such systems? Thanks a lot.
Hi all, I am looking for recommendations of good books, literature, pointers about carry trade and its variants... and somewhat more quantitative versions... Where can I find backtest programs/codes for such systems? Thanks a lot.
M mizhael Feb 26, 2010 #3 Quote from Traveler: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1505842 More... Thanks. But this is a paper, not a practical system or program, right?
Quote from Traveler: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1505842 More... Thanks. But this is a paper, not a practical system or program, right?
