Global Macro Trading: Profiting in a New World Economy kindle版

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	【资料名称】:Global Macro Trading Profiting in a New World Economy kindle版     【资料描述】: 　　Brings global macro trading down to earth for individual and professional traders, investors and asset managers, as well being a useful reference handbook 　　Global Macro Trading is an indispensable guide for traders and investors who want to trade Global Macro – it provides Trading Strategies and overviews of the four asset classes in Global Macro which include equities, currencies, fixed income and commodities. Greg Gliner, who has worked for some of the largest global macro hedge funds, shares ways in which an array of global macro participants seek to capitalize on this strategy, while also serving as a useful reference tool. Whether you are a retail investor, manage your own portfolio, or a finance professional, this book equips you with the knowledge and skills you need to capitalize in global macro. 　　Provides a comprehensive overview of global macro trading, which consists of portfolio construction, risk management, biases and essentials to query building 　　Equips the reader with introductions and tools for each of the four asset classes; equities, currencies, fixed income and commodities 　　Arms you with a range of powerful global-macro trading and investing strategies, that include introductions to discretionary and systematic macro 　　Introduces the role of central banking, importance of global macroeconomic data releases and demographics, as they relate to global macro trading Preface Part One: An Overview of Global Macro Chapter 1: Surveying the Global Macro Landscape Types of Global Macro Strategies Return Profile and Allocations Hedge Funds and Global Macro Summary Chapter 2: Trading Process, Sizing Trades, and Monitoring Performance Maintaining a Stringent Process Objectivity and Bias Taking Losses Position Sizing Unit Size Volatility Adjusting Position Size Risk/Reward Correlation Gap Risk Position Sizing Sheet Thematic Trade Sharpe Ratio Sortino Ratio Drawdowns Value at Risk (VaR) Risk Utilization Stress-Testing Monitoring Performance Trend Analysis Bloomberg Shortcuts Summary Chapter 3: Back-Tests, Queries, and Analogs Simple Back-Tests and Queries An Example of Building a Query Historical Correlations and Analogs Summary Chapter 4: The Building Blocks of Global Macro Trading: The Importance of Equities, Fixed Income, Foreign Exchange, and Commodities in Global Macro The Four Product Groups Assessing the Relationships between Assets Summary Chapter 5: Technical Analysis Strengths and Weaknesses of Technical Analysis Types of Charts Volume and Open Interest CFTC Positioning Trend Moving Averages Bollinger Bands Reversal Patterns Head and Shoulders Trend Lines Triple Tops and Bottoms Continuation Patterns Triangles Oscillators Elliott Wave Theory Parabolics Seasonals Cycles Crowd Psychology and Contrarian Views Chartered Market Technician (CMT) Bloomberg Shortcuts Summary Chapter 6: Systematic Trading A Brief Definition of Systematic Trading Framework for Constructing a Systematic Model Assets or Product Groups Strategies Factors Risk Factors Risk Premia Risk Parity Summary Part Two: Global Macro Trading Foundation Chapter 7: Foreign Exchange in Global Macro The Role of the U.S. Dollar Trading Currencies Currency Regimes Valuation Techniques for Foreign Exchange Bloomberg Shortcuts Summary Chapter 8: Equities Equity Indices Overview Equity Derivatives Valuation Techniques for Equities Bloomberg Shortcuts Summary Chapter 9: Fixed Income Funding/Money Markets London Interbank Offered Rate (LIBOR) Interest Rate Swaps Federal (Fed) Funds Overnight Indexed Swaps (OIS) Forward Rate Agreements (FRAs) U.S. Fixed Income Futures Sovereign Credit Sovereign Curve Curve Inversion Credit Default Swaps (CDS) Exchange Traded Funds (ETFs) Bloomberg Shortcuts Summary Chapter 10: Commodities Supply Drivers Demand Drivers Ending Stock Contango and Backwardation CRB Index Return and Volatility Energy Natural Gas Precious Metals Industrial Metals Agriculture Bloomberg Shortcuts Summary Chapter 11: The Role of Central Banks in Global Macro Monetary Policy Goals Tools Used by Central Banks The Impossible Trinity Monetary Base Money Supply Reserves Zero Lower Bound and the Liquidity Trap Quantitative Easing interpreting central bank communication Central Banks Bloomberg Shortcuts Summary Appendix: Fed Programs during the Financial Crisis Chapter 12: Economic Data Releases and Demographics Measuring Growth Inflation Employment and Population Balance of Payments Government Indicators Consumption Indicators Industry and Services Indicators Demographics Bloomberg Shortcuts Summary References About the Author Index End User License Agreement Global Macro Trading: Profiting in a New World Economy kindle版 PDF Global Macro Trading: Profiting in a New World Economy kindle版 EPUB Global Macro Trading: Profiting in a New World Economy kindle版 AZW3 Global Macro Trading: Profiting in a New World Economy kindle版 MOBI 【下载地址隐藏】：                    点：回复可见地址 游客，如果您要查看本帖隐藏内容请回复