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Editor

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Ralph Sueppel is founder and director of SRSV, a project dedicated to socially responsible macro trading strategies. He has worked in economics and finance for over 25 years for investment banks, the European Central Bank and leading hedge funds. At present, he is head of research and quantitative strategies at Macrosynergy Partners.

RECENT ARTICLES

A statistical learning workflow for macro trading strategies

Statistical learning for macro trading involves model training, model validation and learning method testing. A simple workflow determines form and parameters of trading...

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How loss aversion increases market volatility and predicts returns

Loss aversion means that people are more sensitive to losses than to gains. This asymmetry is backed by ample experimental evidence. Loss aversion is...

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