FX Carry Tradelive
Annualized interest-rate differential ÷ implied volatility = Sharpe-like ranking.
as of 02:54:22 UTC
| Pair | Carry % | Vol % | Carry/Vol |
|---|---|---|---|
| AUD/JPY | 4 | 9.2 | 0.43 |
| MXN/JPY | 10.6 | 12.4 | 0.85 |
| BRL/JPY | 10.2 | 14.8 | 0.69 |
| TRY/JPY | 49.8 | 28.6 | 1.74 |
| USD/JPY | 5.1 | 8.2 | 0.62 |
| EUR/CHF | 2.4 | 6.1 | 0.39 |
Carry Trade · Top movers
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| Sym | Last | Chg % | Day |
|---|---|---|---|
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