主要内容：Carry Trade has the characteristic of low Sharp Ratio and Negative Skewed. But when applying a novel binary-outcome classification tests to it, the negative skewness is purged, and market volatility (VIX) is uncorrelated with returns.
主要内容：Carry Trade has the characteristic of low Sharp Ratio and Negative Skewed. But when applying a novel binary-outcome classification tests to it, the negative skewness is purged, and market volatility (VIX) is uncorrelated with returns.
本文标题：The Carry Trade and Fundamentals
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