Tag: hedging

Prospect theory value as investment factor Prospect theory value is a valid investment factor, particularly in episodes of apparent market inefficiency. Prospect theory is a...

Macro trading factors for FX must foremostly consider (gross) external investment positions. That is because modern international capital flows are mainly about financing, i.e....

The tidyverse is a collection of packages that facilitate data science with R. It is particularly powerful for macro trading research because it...