Chapter 19: Global Macro

19.2 PLUGIN

Fundamental Macro Momentum

Strategy 19.2: Cross-sectional macro momentum on state variables

global macro momentum

19.3 PLUGIN

Global Macro Inflation Hedge

Strategy 19.3: Commodity allocation based on HI-CI inflation spread

global macro hedging

19.4 PLUGIN

Global Fixed-Income Strategy

Strategy 19.4: Multi-factor cross-sectional bond ranking

global macro relative value

19.5 PLUGIN

Trading on Economic Announcements

Strategy 19.5: Buy equities on macro announcement days, hold T-bills otherwise

global macro event driven