All asset classes

  • Israel, R., Kang, J. and Richardson, S. Investing with Style in Corporate Bonds (2015). SSRN
  • Koijen, R. et. al. Carry (2013). SSRN


  • Breedon, F., Rime, D. and Vitale, P. Carry Trades, Order Flow and the Forward Bias Puzzle (2015). SSRN
  • Georges, N. ANANTA: A Systematic Quantitative FX Trading Strategy (2014). SSRN

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