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    Home Tags Equity returns

    Tag: equity returns

    Excess inflation and asset class returns
    Information Efficiency

    Excess inflation and asset class returns

    Editor -
    March 25, 2023
    0
    Macro factors of the risk-parity trade
    Information Efficiency

    Macro factors of the risk-parity trade

    Editor -
    November 12, 2022
    0
    Jobs growth as trading signal
    Information Efficiency

    Jobs growth as trading signal

    Editor -
    October 14, 2022
    0
    Inflation as equity trading signal
    Information Efficiency

    Inflation as equity trading signal

    Editor -
    May 14, 2022
    0
    Equity convexity and gamma strategies
    Macro Trends

    Equity convexity and gamma strategies

    Editor -
    April 2, 2022
    0
    How to estimate factor exposure, risk premia, and discount factors
    Quantitative Methods

    How to estimate factor exposure, risk premia, and discount factors

    Editor -
    January 22, 2022
    0
    Equity factor timing with macro trends
    Macro Trends

    Equity factor timing with macro trends

    Editor -
    October 30, 2021
    0
    The emotion beta of stocks
    Implicit Subsidy

    The emotion beta of stocks

    Editor -
    October 2, 2021
    0
    Machine learning for portfolio diversification
    Quantitative Methods

    Machine learning for portfolio diversification

    Editor -
    August 7, 2021
    0
    Accounting data as investment factors
    Fundamental Value

    Accounting data as investment factors

    Editor -
    July 24, 2021
    0
    123...7Page 1 of 7

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    • Company
    • Systematic Macro Trading Strategies
      • Macro Information Inefficiency
        • Reasons and Evidence for Macro Inefficiency
        • Quantitative Methods to Increase Macro Efficiency
      • Types of Systematic Macro Strategies
        • Fundamental Value Estimates
        • Macro Trends
        • Implicit Subsidies in Financial Markets
        • Endogenous Market Risk
        • Price Distortions
      • Systemic Risk Management
        • Basics of Systemic Risk Management
        • Non-Conventional Monetary Policies
        • Financial System Risk
        • Government Finances
    • The Project