LEADER 05256nam 2200673 450 001 9910132212903321 005 20230803202637.0 010 $a1-118-62357-6 010 $a1-118-42038-1 035 $a(CKB)3710000000117697 035 $a(EBL)1693777 035 $a(SSID)ssj0001224492 035 $a(PQKBManifestationID)11703210 035 $a(PQKBTitleCode)TC0001224492 035 $a(PQKBWorkID)11264079 035 $a(PQKB)10112172 035 $a(MiAaPQ)EBC1693777 035 $a(Au-PeEL)EBL1693777 035 $a(CaPaEBR)ebr10874743 035 $a(CaONFJC)MIL613371 035 $a(OCoLC)878117434 035 $a(EXLCZ)993710000000117697 100 $a20140604h20142014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aGlobal macro trading $eprofiting in a new world economy /$fGreg Gliner 210 1$aHoboken, New Jersey :$cJohn Wiley & Sons,$d2014. 210 4$dİ2014 215 $a1 online resource (368 p.) 225 1 $aBloomberg Financial ;$v567 300 $aDescription based upon print version of record. 311 $a1-118-36242-X 320 $aIncludes bibliographical references and index. 327 $aGlobal 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 327 $aPosition 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 327 $aChapter 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 327 $aHead 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 327 $aAssets 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 327 $aEquity Index Price Performance 330 $aBrings global macro trading down to earth for individual and professional traders, investors and asset managers, as well being a useful reference handbook Global Macro Trading is an indispensable guide for traders and investors who want to trade Global Macro - it provides Trading Strategies and overviews of the four asset classes in Global Macro which include equities, currencies, fixed income and commodities. Greg Gliner, who has worked for some of the largest global macro hedge funds, shares ways in which an array of global macro participants seek to capitalize on this strate 410 0$aBloomberg financial series ;$v567. 606 $aInternational trade 606 $aInvestments 606 $aMacroeconomics 615 0$aInternational trade. 615 0$aInvestments. 615 0$aMacroeconomics. 676 $a332.64/2 700 $aGliner$b Greg$0996572 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910132212903321 996 $aGlobal macro trading$92284947 997 $aUNINA