Contents
Chapter 1 Rule Based Volatility Investment
Investing in Volatility Through Rules
Profiting from Volatility and Awareness of the Danger
The Examples of Rule Based Vol Investments
Building a Volatility Portfolio
Chapter 2 Rule Based Carry and Momentum Investment
“Benchmark” Returns in the FX Carry Trade
The Risks of the FX Carry Trade
Simple yet Effective Rules for Carry Investment
Chapter 3 Rule Based Value Investment
Value Investing in Emerging Market FX
Get Rule Based Investing: Designing Effective Quantitative Strategies for Foreign Exchange, Interest Rates, Emerging Markets, Equity Indices, and Volatility now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.