Information Efficiency Archives | Macrosynergy Research

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Information Efficiency

Nowcasting macro trends with machine learning

Macroeconomic cycles and asset class returns

Rational inattention and trading strategies

Excess inflation and asset class returns

Macro factors of the risk-parity trade

Jobs growth as trading signal

Intervention liquidity

Inflation expectations and interest rate swap returns

Trend following: combining market and macro information

The power of macro trends in rates markets

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