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Global Macro Framework
and these factors (global carry, short yen, short dollar) are forecastable ?
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Global Macro Framework
Benchmark equity/bond momentum bursts through fx carry is a fairly well known phenomenon. Might also want to add gold and oil in there. And it's as "forecastable" as any financial time series.
Last edited by slacker on March 19th, 2015, 11:00 pm, edited 1 time in total.