Hi,

Does anyone know how to code the fx carry trade as described here:

in AB?

If so I would be grateful if they would share the code.

many thanks,

Amarjit

Hi,

Does anyone know how to code the fx carry trade as described here:

in AB?

If so I would be grateful if they would share the code.

many thanks,

Amarjit

Can it be done in AB ? Sure.

- Beside from importing the price of an underlying import the corresponding interest rates (IT) ( for the pair ).
- Then calculate the interest rate differential of the underlying.
- Calculate the debited/credited amount on a (presumably) daily interval.
- Subtract or add the daily IT differential from your account for every day you hold a position.

Hi Teyano, thanks for that but I asked for sharing of the code. Cheers, Amarjit