Macro HF Trading Questions

How does trading work at a Macro HF? I am just learning about this industry, so I understand this will seem naive. At normal equity L/S HFs, analysts take a while to do research, then consult with the PM before making a trade through the HF execution trader. At Macro HF's, does the trader come up with a trade idea and immediately act on it? What type of trades do they make? Is it basically prop trading but with investor capital? What are ways you can break into this industry? Rates/FX trading at a bank? This is all very new to me.

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Anonymous Monkey

How does trading work at a Macro HF? I am just learning about this industry, so I understand this will seem naive. At normal equity L/S HFs, analysts take a while to do research, then consult with the PM before making a trade through the HF execution trader. At Macro HF's, does the trader come up with a trade idea and immediately act on it? What type of trades do they make? Is it basically prop trading but with investor capital? What are ways you can break into this industry? Rates/FX trading at a bank? This is all very new to me.

For your first question it depends on the fund. I don't think it is linked to macro strategies.

But it can be exactly as u describe:

Analyst do the research, speak with PM that does the sizing, and then orders are sent to the execution desk. It is so that analysts can focus more on research/analysis and don't waste time trading.

Or pm/analysts can directly trade ideas themselves.

Don't understand what u mean with prop trading. But again prop trading vs HF is not linked to macro strategies, u can do macro in a prop trading setup or a standard HF setup

Yes rates/fx trading at a bank, u can also directly start inside a HF, or u can go on the economist side or on the quant side too.

There are lot of ways to implement macro strategies. There is also room for equity futures and volatility products in macro strategies

 

Very good response above it all matters. But one thing I will add. Lots of non-equity funds the trader/pm are the same person. Cause FICC products work differently in how you size position and manage the path. While equity guys are looking at actual valuations etc…

So in that environment usually idea generation is mainly on the PM, the analyst does the deep work/analysis. May provide trade recommendations, themes or a catalyst to look for. Also overtime the analyst will be asked to keep updating certain framework models the firm/PM have created. 

 

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