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The Macro Trading Floor — Risk Management Principles
Not scored yet38m·2024-06-07·Money

Risk Management Principles

The Macro Trading Floor

Alf and Brent discuss the ECB and Bank of Canada cuts, and reflect on the big bond market moves seen recently coupled with carry trade implosions. The discussion focuses around risk management principles to prevent bad left tail outcomes when running carry trades, and how to identify positive expected value trades in…

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