Signal Through the Noise

August 12, 2024 — The unwind of the yen carry trade on the morning of August 5th injected a level of volatility in markets reserved only for crisis periods. The carry trade involved investors borrowing yen to buy riskier assets, which is effectively a short position on the yen. This strategy had worked well in 2024 as the yen weakened during the year through July.

  • DATE: August 12, 2024
  • TYPE: PDF
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