Quantitative Methods Archives | Macrosynergy Research

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Quantitative Methods

Nowcasting macro trends with machine learning

Pure macro FX strategies: the benefits of double diversification

Finding (latent) trading factors

Testing macro trading factors

Detecting trends and mean reversion with the Hurst exponent

Identifying the drivers of the commodity market

Identifying market regimes via asset class correlations

Transaction costs and portfolio strategies

Copulas and trading strategies

Predicting volatility with neural networks

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