Global Macro Fund Position Durations?
Hi, I know it will vary from firm to firm and trade to trade, but what is the normal time horizon for a Global macro fund's positions? Do they generally tend to be more quarter traders, or make longer term bets?
Hi, I know it will vary from firm to firm and trade to trade, but what is the normal time horizon for a Global macro fund's positions? Do they generally tend to be more quarter traders, or make longer term bets?
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icehouse95, pure crickets, that's where I come in. Any of these useful?
I hope those threads give you a bit more insight.
Varies. Macro is generally shorter term, so time-horizons are measured in weeks and months. Many flip in hours and days. Others hold for years. But the most common horizon is around two weeks to six months.
Should note, macro is all about timing, sizing, liquidity and path dependency... so even though a trader may have a long term multi-year thesis, you'll often see them jump in and out of their core position as market conditions evolve. That's why horizons are measured in weeks.
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