How to calculate carry

Finance, Trading

Positive carry can be an obsession for fixed-income investors.

For a simple explanation of carry for a bond position have a look at this well-written post: click here.

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Published by Robert

Mathematician (PhD in Probability Theory). Art lover (spent one excellent year studying painting and ceramics at Batley Art College). Ex investment banker (2yrs of fixed-income exotics trading, 5 yrs of quantitative research, 2 yrs of inflation structuring). Now busy as a quantitative software developer.

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