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This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70...
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Explains the complex, multi-faceted dimensions of Global Macro in a way that is understandable and practical for individuals at all levels of financial competencies; provides a comprehensive overview of global macro trading, which consists of portfolio construction, risk management, biases and...
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