AUDUSD Carry trade with Hedge | Forex Factory

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AUDUSD Carry trade with Hedge

  • #1
  • First Post: Dec 8, 2010 12:12pm Dec 8, 2010 12:12pm
ANYONE EXPERIENCED IN CARRY TRADE PLEASE comment on the following strategy :

* the MM is based on total 10 lots.

BUY 5 lots AUDUSD

SELL 1 lot of each: EUR, CAD, CHF, GBP and JPY. ( all against USD)


benefit from AUDUSD interests and reduce rate fluctuation with the other pairs.
Buy low , Sell high
  • #2
  • Last Post: Dec 9, 2010 12:30pm Dec 9, 2010 12:30pm
You should use Arb-O-Mat to determine the optimal hedge ratios.

Did you ever plot the resulting basket with the ratios that you suggest?
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