Description
Book SynopsisAs markets become more volatile, the profit and risk opportunities and challenges become greater. Unprecedented profits exist in a world of equally unprecedented losses. Arbitrage is the terrain so successfully mined by renowned traders like George Soros, and this book explains how to profit from arbitrage opportunities on a global scale.
Table of ContentsIntroducton: From Subjective Macroeconomic Views to Objective Macroeconomic Mispricings in Global Markets.
Macro Trading and Investment Strategies.
Directional Marco Trading and Investment.
Long/Short Marco Trading Investment.
Macroeconomic Arbitrage in Global Markets: A New Marco Strategy.
Comparison Between Macroeconomic Arbitrage, Directional Macro, and Long/Short Macro Strategies.
Macroeconomic Arbitrage Based on Retail Sales Mispricings in Markets.
Causes of Macroeconomic Mispricings in Markets and Tackling Secondary Macroeconomic Variables in Trades.
The Importance to Technical Timing in Macro Arbitrage.
The Relation Between Macro and Micro Fundamentals in Macro Arbitrage.
Volatility of Macro Arbitrage Strategies versus Relative Value Strategies.
Macro Arbitrage Is Uncorrelated to Directional and Relative Value Strategies.
Macro Arbitrage Trading and Investment Based on Gross Domestic Product (GDP) Mispricings in Global Markets.
Macro Arbitrage Based on Interest Rates Mispricing in Global Markets.
Macro Arbitrage of Consumer Expenditure Mispricings in Global Markets.
Macro Arbitrage of Manufacturing Shipments Mispricings in Global Markets.
Mispricings of Asian Crisis Effects on Global Markets: When Macro Events Trigger Subliminal Market Relations.
Macro Arbitrage of EMU Convergence Mispricings in Equity Markets.
Macro Mispricings of Currencies (Exchange Rates) in Stock Markets.
Long/Short Macro Spreads and Macro Arbitrage Opportunities within the New EMU Euro Stock Markets.
Macro Arbitrage of Industrial Production Mispricings in Equity Markets.
Epilogue: Global Financial Crisis Domino Effect Corrects Macro Mispricings.
Index.
