@roboquant: On August 5, 2024, the Nikkei crashed 12% in a single day. The largest drop since 1987. VIX hit 65. It lasted 3 days. 📉 For years, hedge funds borrowed cheap yen at 0% and invested in high-yield assets worldwide. When the Bank of Japan raised rates 0.15%, the $4 trillion trade went into reverse — all at once. Slide 3 shows what the VIX chart looked like — it was the fastest volatility spike in stock market history. The carry trade is still alive. The same setup exists right now. #YenCarryTrade #Volatility #HedgeFunds #Forex #2024MarketCrash

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