Name	Sharpe Ratio	Period of Rebalancing
⭐ Design and Back-Testing of a Systematic Delta-Hedging Strategy in FX Options Space	3.15	Intraday
⭐ ANANTA: A Systematic Quantitative FX Trading Strategy	1.65	Intraday
⭐ Beyond the Carry Trade: Optimal Currency Portfolios	1.4	Monthly
⭐ A Low-Risk Strategy Based on Higher Moments in Currency Markets	1.38	Monthly
⭐ Economic Momentum and Currency Returns	1.1	Monthly
⭐ Using Option-Implied Information to Improve Currency Carry Trade Profits	1.01	Monthly
⭐ Optimal and Naive Diversification in Currency Markets	0.99	Monthly
⭐ Importance of Transaction Costs for Asset Allocations in FX Markets	0.99	Monthly
⭐ Market Timing and Predictability in FX Markets	0.99	Monthly
⭐ Diversification Effect of Standard and Optimized Carry Trades	0.99	Monthly
⭐ Monetary Policy and Currency Returns: The Foresight Saga	0.98	Daily
⭐ The Dollar Ahead of FOMC Target Rate Changes	0.98	Daily
⭐ Safe Haven Currencies: A Portfolio Perspective	0.87	Monthly
⭐ Predictability of Currency Carry Trades and Asset Pricing Implications	0.86	Monthly
⭐ A Credit-Based Theory of the Currency Risk Premium	0.82	Monthly
⭐ Foreign Exchange Risk and the Predictability of Carry Trade Returns	0.77	Monthly
⭐ Empirical Evidence on the Currency Carry Trade, 1900-2012	0.77	Monthly
⭐ Common Risk Factors in Currency Markets	0.77	Monthly
⭐ Standard and optimized carry trades	0.77	Monthly
⭐ Carry Trade and Systemic Risk: Why are FX Options So Cheap?	0.77	Monthly
⭐ FX Liquidity Risk and Carry Trade Returns	0.77	Monthly
⭐ Currency Premia and Global Imbalances	0.77	Monthly
⭐ Carry and Trend Following Returns in the Foreign Exchange Market	0.77	Monthly
⭐ Good Carry, Bad Carry	0.77	Monthly
⭐ Pricing Risks across Currency Denominations	0.77	Monthly
⭐ Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities	0.77	Monthly
⭐ Off the Golden Fetters: Examining Interwar Carry Trade and Momentum	0.77	Monthly
⭐ The Carry Trade: Risks and Drawdowns	0.77	Monthly
⭐ A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle	0.77	Monthly
⭐ The Term Structure of Currency Carry Trade Risk Premia	0.77	Monthly
⭐ Carry Trades and Tail Risk of Exchange Rates	0.77	Monthly
⭐ Carry Trades, Order Flow and the Forward Bias Puzzle	0.77	Monthly
⭐ Price Overreactions in the Forex and Trading Strategies	0.76	Intraday
⭐ Equity Tail Risk and Currency Risk Premiums	0.75	Monthly
⭐ Corruption, Carry Trades, and the Cross Section of Currency Returns	0.74	Yearly
⭐ Countercyclical Currency Risk Premia	0.66	Monthly
⭐ Forward and Spot Exchange Rates in a Multi-Currency World	0.66	Monthly
⭐ US Dollar Carry Trades in the Era of ‘Cheap Money’	0.66	Monthly
⭐ Global Currency Hedging with Common Risk Factors	0.66	Monthly
⭐ Option-Implied Currency Risk Premia	0.66	Monthly
⭐ Is Currency Momentum a Hedge for Global Economic Risk?	0.65	Monthly
⭐ Systematic Intervention and Currency Risk Premia	0.65	Monthly
⭐ Beta’em Up: What is Market Beta in FX?	0.65	Monthly
⭐ Currency Momentum, Carry Trade, and Market Illiquidity	0.65	Monthly
⭐ Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks)	0.65	Monthly
⭐ Global Political Risk and Currency Momentum	0.65	Monthly
⭐ US Fiscal Cycle and the Dollar	0.65	Monthly
⭐ Currency Management with Style	0.65	Monthly
⭐ Currency Factors	0.65	Monthly
⭐ A New Look at Currency Investing	0.65	Monthly
⭐ Global Equity Correlation in International Markets	0.65	Monthly
⭐ Cross-Sectional Return Dispersion and Currency Momentum	0.65	Monthly
⭐ Currency Momentum Strategies	0.65	Monthly
⭐ Out-of-Sample Exchange Rate Prediction: A Machine Learning Perspective	0.55	Monthly
⭐ Yield Curve Predictors of Foreign Exchange Returns	0.52	Monthly
⭐ A Multi Strategy Approach to Trading Foreign Exchange Futures	0.5	Monthly
💡 Carry Trades and Global Foreign Exchange Volatility	0.48	6 Months
💡 Volatility Risk Premia and Exchange Rate Predictability	0.48	6 Months
💡 Is There Momentum or Reversal in Weekly Currency Returns?		Monthly
💡 Currency Strategies and Sovereign Ratings		Monthly
💡 The Elusive Quest for Preserved Quantities in Financial Time Series: Making a Case for Intraday Trading Strategies		Intraday
💡 Currency Value		Monthly
💡 Are Momentum Crashes Pervasive Regardless of Strategy? Evidence from the Foreign Exchange Market		Monthly
💡 From Carry Trades to Curvy Trades		Monthly
💡 Currency Returns in Different Time Zones		Intraday
💡 Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and Industry		Daily
💡 Are Value Strategies Profitable in the Foreign Exchange Market?		Monthly