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Macro Trading and the Investment Strategies Macroeconomic Arbitrage in Global Markets By: Gabriel Burstein Normal price: 44.5 Our price: 37.83 + postage Bargain: save £6.67 ! Product code: 10368 ISBN: 0471315869 224 pages Format: Hb Published by: John Wiley & Sons, 1999, 1st edition There are no reviews available for this book

Macro Trading and the Investment Strategies - Chapter headings

Preface 1. Introduction: From subjective macroeconomic views to objective macroeconomic mispricings in global markets 2. Macro trading and investment strategies 3. Directional macro trading and investment 4. Long/Short macro trading and investment 5. Macroeconomic arbitrage in global markets : a new macro strategy 6. Comparison between macroeconomic arbitrage, directional macro and long/short macro strategies 7. Macroeconomic arbitrage trading strategy based on retail sales mispricings in markets 8. Causes of macroeconomic mispricings in markets and tackling secondary macroeconomic variables in trades 9. The importance of technical timing in macro arbitrage 10. The relation between macro and micro fundamentals in macro arbitrage 11. Volatility of macro arbitrage strategies versus the volatility of relative value strategies 12. Macro arbitrage is uncorrelated to directional and relative value strategies 13. Macro arbitrage investment strategy based on GDP mispricings in global markets 14. Macro arbitrage based on interest rates mispricings in global markets 15. Macro arbitrage of consumer expenditure mispricings in global markets 16. Macro arbitrage of manufacturers shipments mispricings in global markets 17. Mispricings of Asian Crisis effects on global markets: when macro events trigger subliminal relations in markets 18. Macro arbitrage of EMU convergence mispricing in equity markets 19. Macro mispricings of currencies (exchange rates) in stockmarkets 20. Long/Short macro spreads and macro arbitrage opportunities within the new (EMU) Euro stockmarkets 21. Macro arbitrage of industrial production mispricing in equity markets Epilogue: Global financial crisis domino effect corrects macro mispricings