EM FX Carry v2
Systematic FX carry strategy in emerging market currencies, enhanced with momentum filters and risk-parity weighting across EM regions.
Survives EM crisis bootstrap. Capacity-limited to $80M before slippage degrades Sharpe.
How It Works
Long high-yielding EM currencies, short low-yielding G10 currencies, with dynamic overlay adjusting for local macro conditions and risk sentiment.
Mechanics
- 1.Rank 15 liquid EM currencies by interest rate differential vs USD
- 2.Apply momentum filter (exclude currencies with -10% 3M returns)
- 3.Risk-parity weight positions by realized volatility
- 4.Overlay: reduce exposure when VIX > 25 or EM CDS spreads widen >200bps
- 5.Rebalance monthly or when risk thresholds trigger
Signals
Performance Results
Implementation
FX forwards (BRL, MXN, ZAR, TRY, INR, etc.) vs USD
Prime broker FX platform, competitive multi-dealer pricing
Monthly (first Monday) or when risk overlay triggers
Max 8% portfolio vol, max 15% per currency, -20% stop loss
Python strategy engine, Bloomberg/Reuters data, FX aggregator API
Risk Analysis
EM Crisis
High ImpactCDS overlay reduces exposure before blowups, diversification across regions
Rate Convergence
Medium ImpactMomentum filter exits crowded trades early
Liquidity
Medium ImpactFocus on 15 most liquid EM pairs, avoid exotic exposures
Political Risk
Medium ImpactMonitor election calendars, reduce size around key events
Backtest Results
Stress Period Analysis
Drawdown within limits, recovered Q4
Risk overlay reduced exposure ahead of crisis
Sharp initial loss, profitable recovery in H2
Deployment Status
Live trading since Apr 12, 2026
$8000 (8% of AUM)
XTB,
Daily risk reports, monthly strategy committee review