Tags Risk management

Tag: risk management

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Dealer capital ratios and FX carry returns

When financial market intermediaries warehouse net risk positions of other market participants the marginal value of their capital should affect the expected and actual...

A method for de-trending asset prices

Financial market prices and return indices are non-stationary time series, even in logarithmic form. This means not only that they are drifting, but also...

Tradable economics

Tradable economics is a technology for building systematic trading strategies based on economic data. Economic data are statistics that - unlike market prices -...

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