Comments on: Would you like a carry trade with that? http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/ An investor's diary Thu, 09 Sep 2010 07:28:22 +0000 hourly 1 http://wordpress.org/?v=3.0.1 By: Surfing the meme – top five financial cliches for 2009 | Data Diary http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-295 Surfing the meme – top five financial cliches for 2009 | Data Diary Wed, 27 Jan 2010 22:38:56 +0000 http://pazzomundo.com/?p=725#comment-295 [...] reflection – through the lenses of our favourite memes.  Honorable mentions go to ‘Carry Trade‘ and the ‘New Normal‘ – but the winners of the top financial cliches of [...] [...] reflection – through the lenses of our favourite memes.  Honorable mentions go to ‘Carry Trade‘ and the ‘New Normal‘ – but the winners of the top financial cliches of [...]

]]> By: Surfing the meme – top five financial cliches for 2009 | pazzomundo.com http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-166 Surfing the meme – top five financial cliches for 2009 | pazzomundo.com Fri, 18 Dec 2009 11:07:23 +0000 http://pazzomundo.com/?p=725#comment-166 [...] reflection – through the lenses of our favourite memes.  Honorable mentions go to ‘Carry Trade‘ and the ‘New Normal‘ – but the winners of the top financial cliches of [...] [...] reflection – through the lenses of our favourite memes.  Honorable mentions go to ‘Carry Trade‘ and the ‘New Normal‘ – but the winners of the top financial cliches of [...]

]]> By: Surfing the meme – top five financial cliches for 2009 | pazzomundo.com http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-199 Surfing the meme – top five financial cliches for 2009 | pazzomundo.com Fri, 18 Dec 2009 11:07:23 +0000 http://pazzomundo.com/?p=725#comment-199 [...] reflection – through the lenses of our favourite memes.  Honorable mentions go to ‘Carry Trade‘ and the ‘New Normal‘ – but the winners of the top financial cliches of [...] [...] reflection – through the lenses of our favourite memes.  Honorable mentions go to ‘Carry Trade‘ and the ‘New Normal‘ – but the winners of the top financial cliches of [...]

]]> By: Friday links: market mood swings | Financial engineering resource center http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-165 Friday links: market mood swings | Financial engineering resource center Fri, 27 Nov 2009 19:08:18 +0000 http://pazzomundo.com/?p=725#comment-165 [...] the carry trade gotten too crowded?  (pazzomundo via [...] [...] the carry trade gotten too crowded?  (pazzomundo via [...]

]]> By: Friday links: market mood swings | Financial engineering resource center http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-198 Friday links: market mood swings | Financial engineering resource center Fri, 27 Nov 2009 19:08:18 +0000 http://pazzomundo.com/?p=725#comment-198 [...] the carry trade gotten too crowded?  (pazzomundo via [...] [...] the carry trade gotten too crowded?  (pazzomundo via [...]

]]> By: PazzoMundo http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-164 PazzoMundo Tue, 24 Nov 2009 10:02:21 +0000 http://pazzomundo.com/?p=725#comment-164 David, Thanks for your thoughts. I'm not across how USD volatility has been trading of late. I can see your reasoning though - if volatility is being bid up, particularly if the smile is getting skewed against the grain of the carry trade, it's a pretty clear indicator that things ain't right. Regards David,

Thanks for your thoughts. I’m not across how USD volatility has been trading of late. I can see your reasoning though – if volatility is being bid up, particularly if the smile is getting skewed against the grain of the carry trade, it’s a pretty clear indicator that things ain’t right.

Regards

]]> By: PazzoMundo http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-197 PazzoMundo Tue, 24 Nov 2009 10:02:21 +0000 http://pazzomundo.com/?p=725#comment-197 David, Thanks for your thoughts. I'm not across how USD volatility has been trading of late. I can see your reasoning though - if volatility is being bid up, particularly if the smile is getting skewed against the grain of the carry trade, it's a pretty clear indicator that things ain't right. Regards David,

Thanks for your thoughts. I’m not across how USD volatility has been trading of late. I can see your reasoning though – if volatility is being bid up, particularly if the smile is getting skewed against the grain of the carry trade, it’s a pretty clear indicator that things ain’t right.

Regards

]]> By: Stock Market Analysis: 11/21/2009 | ANOMALOUS MATERIAL http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-163 Stock Market Analysis: 11/21/2009 | ANOMALOUS MATERIAL Sun, 22 Nov 2009 13:10:36 +0000 http://pazzomundo.com/?p=725#comment-163 [...] Carry Trade crowded? (Pazzomundo) [...] [...] Carry Trade crowded? (Pazzomundo) [...]

]]> By: Stock Market Analysis: 11/21/2009 | ANOMALOUS MATERIAL http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-196 Stock Market Analysis: 11/21/2009 | ANOMALOUS MATERIAL Sun, 22 Nov 2009 13:10:36 +0000 http://pazzomundo.com/?p=725#comment-196 [...] Carry Trade crowded? (Pazzomundo) [...] [...] Carry Trade crowded? (Pazzomundo) [...]

]]> By: David Merkel http://www.datadiary.com.au/2009/11/20/would-you-like-a-carry-trade-with-that/comment-page-1/#comment-162 David Merkel Sat, 21 Nov 2009 06:16:09 +0000 http://pazzomundo.com/?p=725#comment-162 Good post. Sound reasoning. One more note: carry trades tend to blow up shortly after the implied volatility of options used to hedge such trades rise to levels making hedging costly. Also, look at the ticker DBV -- that *is* a carry trade fund. When volatility kicks up, it falls. Good post. Sound reasoning.

One more note: carry trades tend to blow up shortly after the implied volatility of options used to hedge such trades rise to levels making hedging costly.

Also, look at the ticker DBV — that *is* a carry trade fund. When volatility kicks up, it falls.

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