UID:
almafu_9959327212902883
Umfang:
1 online resource
ISBN:
9781118623572
,
1118623576
,
9781118417140
,
1118417143
,
9781118420386
,
1118420381
Serie:
Bloomberg financial series
Inhalt:
"Brings global macro trading down to earth for individual and professional traders, investors and asset managers, as well being a useful reference handbookGlobal Macro Trading is an indispensable guide for traders and investors who want to trade Global Macro - it provides Trading Strategies and overviews of the four asset classes in Global Macro which include equities, currencies, fixed income and commodities. Greg Gliner, who has worked for some of the largest global macro hedge funds, shares ways in which an array of global macro participants seek to capitalize on this strategy, while also serving as a useful reference tool. Whether you are a retail investor, manage your own portfolio, or a finance professional, this book equips you with the knowledge and skills you need to capitalize in global macro. Provides a comprehensive overview of global macro trading, which consists of portfolio construction, risk management, biases and essentials to query building Equips the reader with introductions and tools for each of the four asset classes; equities, currencies, fixed income and commodities Arms you with a range of powerful global-macro trading and investing strategies, that include introductions to discretionary and systematic macro Introduces the role of central banking, importance of global macroeconomic data releases and demographics, as they relate to global macro trading "--
Inhalt:
"Explains the complex, multi-faceted dimensions of Global Macro in a way that is understandable and practical for individuals at all levels of financial competencies; provides a comprehensive overview of global macro trading, which consists of portfolio construction, risk management, biases and essentials to query building; equips the reader with introductions and tools for each of the four asset classes; and introduces the role of central banking and the importance of global macroeconomic data releases and demographics, as they relate to global macro trading"--
Anmerkung:
Global Macro Trading: Profiting in a New World Economy; Copyright; Contents; Preface; Acknowledgments; Part 1: An Overview of Global Macro; Chapter 1: Surveying the Global Macro Landscape; Types of Global Macro Strategies; Discretionary; Systematic; High Frequency Trading; Commodity Trading Advisors (CTAs); Return Profile and Allocations; Hedge Funds and Global Macro; Summary; Chapter 2: Trading Process, Sizing Trades, and Monitoring Performance; Maintaining a Stringent Process; Objectivity and Bias; Confirmation Bias; Availability Bias; Anchoring Bias; Remedies; Taking Losses.
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Position SizingUnit Size; Volatility Adjusting Position Size; Risk/Reward; Correlation; Gap Risk; Position Sizing Sheet; Thematic Trade; Sharpe Ratio; Sortino Ratio; Drawdowns; Value at Risk (VaR); Risk Utilization; Stress-Testing; Monitoring Performance; Trend Analysis; Bloomberg Shortcuts; Summary; Chapter 3: Back-Tests, Queries, and Analogs; Simple Back-Tests and Queries; An Example of Building a Query; False Positives; Historical Correlations and Analogs; Summary.
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Chapter 4: The Building Blocks of Global Macro Trading: The Importance of Equities, Fixed Income, Foreign Exchange, and Commodities in Global MacroThe Four Product Groups; Currencies; Equities; Fixed Income; Commodities; Assessing the Relationships between Assets; Risk On/Risk Off; Correlation; Summary; Chapter 5: Technical Analysis; Strengths and Weaknesses of Technical Analysis; Types of Charts; Line Chart; Bar Chart; Candlestick Charts; Point and Figure; Logarithmic Scale Charts; Volume and Open Interest; CFTC Positioning; Trend; Moving Averages; Bollinger Bands; Reversal Patterns.
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Head and ShouldersTrend Lines; Triple Tops and Bottoms; Continuation Patterns; Triangles; Oscillators; MACD; RSI; Stochastics (%K/%D); Elliott Wave Theory; Corrective Waves; Zigzags; Flats; Triangles; Truncation; Fibonacci; Parabolics; Seasonals; Cycles; Kondratiev Wave; Kuznets Cycle; Juglar Cycle; Kitchin Inventory Cycle; Crowd Psychology and Contrarian Views; Initial Public Offerings (IPOs); Magazine Covers; Chartered Market Technician (CMT); Bloomberg Shortcuts; Summary; Chapter 6: Systematic Trading; A Brief Definition of Systematic Trading; Framework for Constructing a Systematic Model.
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Assets or Product GroupsStrategies; Value; Trend; Carry; Fundamentals; Factors; Risk Factors; Selecting Risk Factors; Back-Testing Factors; Risk Premia; Risk Parity; Risk; Positions; Summary; Part 2: Global Macro Trading Foundation; Chapter 7: Foreign Exchange in Global Macro; The Role of the U.S. Dollar; Central Bank Holdings of U.S. Dollars; Dollar Index; Trading Currencies; Currency Forwards; Non-Deliverable Forwards (NDFs); Spot Market; Futures Market; Options; Currency Regimes; Fixed Currency; Floating with Frequent Intervention; Valuation Techniques for Foreign Exchange.
Weitere Ausg.:
Print version: Gliner, Greg. Global macro trading. Hoboken : Bloomberg Press, 2014 ISBN 9781118362426
Sprache:
Englisch
Schlagwort(e):
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118623572
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118623572
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118623572
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