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Dollar Carry Trade (Python)
Published
Aug 7, 2025
1y ago
Total Downloads
745
745
Install
dotnet add package StockSharp.Strategies.0366_Dollar_Carry_Trade.py --version 5.0.0
No framework information available.
README
Dollar Carry Trade (Python Version)
The Dollar Carry Trade strategy ranks USD currency pairs by interest-rate differential and goes long USD against low-carry currencies and short against high-carry currencies. Rebalances monthly on the first trading day.
Details
- Entry Criteria: Rank by carry; long low-carry, short high-carry.
- Long/Short: Both.
- Exit Criteria: Monthly rebalance.
- Stops: No explicit stop.
- Default Values:
K = 3CandleType = TimeSpan.FromDays(1).TimeFrame()
- Filters:
- Category: Fundamental
- Direction: Both
- Indicators: Rates
- Stops: No
- Complexity: Intermediate
- Timeframe: Daily
- Seasonality: Yes
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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