Systematic Value Archives | Macrosynergy Research

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Systematic Value

The predictive power of real government bond yields

Equity versus fixed income: the predictive power of bank surveys

Business sentiment and commodity future returns

Nowcasting macro trends with machine learning

Pure macro FX strategies: the benefits of double diversification

A model for bond risk premia and the macroeconomy

Equity trend following and macro headwinds

Merchandise import as predictor of duration returns

Finding (latent) trading factors

FX trend following and macro headwinds

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