• Home
  • Basics of Systemic Risk
    • Non-Conventional Monetary Policies
    • Government Finances
    • Financial System
      • Regulated Banking System
      • Shadow Banking System
      • Institutional Asset Management
      • Emerging Markets/ China
  • Basics of Systematic Value
    • Macro Information Efficiency
      • Fundamental Value Estimates
      • Macro Trends
      • Implicit Subsidies in Financial Markets
      • Endogenous Market Risk
    • Price Distortions
    • Managing (Systemic) Risk
  • The Project
Search
LogoReel NewsMacrosynergy Research
LogoMacrosynergy ResearchMacrosynergy Research
  • 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
More
    Home Tags Machine learning

    Tag: machine learning

    Statistical learning and macro trading: the basics
    Quantitative Methods

    Statistical learning and macro trading: the basics

    Editor -
    February 5, 2022
    0
    Classifying market regimes
    Endogenous Market Risk

    Classifying market regimes

    Editor -
    December 25, 2021
    0
    Measuring the value-added of algorithmic trading strategies
    Quantitative Methods

    Measuring the value-added of algorithmic trading strategies

    Editor -
    October 16, 2021
    0
    Macro trends for trading models
    Macro Trends

    Macro trends for trading models

    Editor -
    August 21, 2021
    0
    A statistical learning workflow for macro trading strategies
    Systematic Value

    A statistical learning workflow for macro trading strategies

    Editor -
    April 4, 2020
    0
    Reward-risk timing
    Quantitative Methods

    Reward-risk timing

    Editor -
    March 14, 2020
    0
    Detecting market price distortions with neural networks
    Price Distortions

    Detecting market price distortions with neural networks

    Editor -
    February 22, 2020
    0

    TAGS

    asset management Asset Purchase Program banks bond returns bond yields bubbles capital regulation central counterparty clearing China collateral commodities credit returns default ECB economic data EM equity returns euro area crisis Fed financial crisis FX FX interventions FX returns government debt government deficits herding inflation information insurances Japan leverage liquidity machine learning market turmoil price factors regulation risk management shadow banking statistical methods term structure trend following variance risk premium VIX volatility ZLB

    ABOUT US

    Macrosynergy Research (formerly Systemic Risk and Systematic Value) is a free educational site dedicated to responsible macro trading strategies. These are alternative investment management styles based on macroeconomic and policy trends. If the right principles and ethics are applied, social and economic benefits arise from an improved information value of market prices, increased efficiency of capital allocation and reduced risk of financial crises.

    Follow Us

    Facebook
    Linkedin
    Twitter

    © 2023 Macrosynergy Ltd. | All rights reserved

    • 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