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Quantitative Finance · Begrippenlijst

Wat is Macro momentum?

Definition 16.2 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Hoofdstuk 16 — Systematic Macro

Macro momentum takes long positions in the assets of countries whose fundamental economic trends (growth, inflation, external balance, monetary policy) are improving and short positions where they are deteriorating, the macro-data counterpart of price momentum.

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