Global macro trading : profiting in a new world economy / / Greg Gliner
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| Autore: |
Gliner Greg
|
| Titolo: |
Global macro trading : profiting in a new world economy / / Greg Gliner
|
| Pubblicazione: | Hoboken, New Jersey : , : John Wiley & Sons, , 2014 |
| ©2014 | |
| Descrizione fisica: | 1 online resource (368 p.) |
| Disciplina: | 332.64/2 |
| Soggetto topico: | International trade |
| Investments | |
| Macroeconomics | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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 |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| Equity Index Price Performance | |
| Sommario/riassunto: | Brings 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 |
| Titolo autorizzato: | Global macro trading |
| ISBN: | 1-118-62357-6 |
| 1-118-42038-1 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910812156703321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Bloomberg financial series ; ; 567.