Macro RV HFs
I’m really interested in macro hedge funds. More specifically Macro Relative Value Hedge Funds. I would love to know what books and other resources I can use to gain a better understanding of the field. Any suggestions are welcome, thank you.
Hey Trader27, what a lonely thread. I'm here since nobody responded ...so maybe one of these discussions will help:
More suggestions...
You're welcome.
Bump
"When Genius Failed" is a classsic, textbook example of how not to run a FIRV strategy. It's also a great read, so I'd give that one a shot.
Yeah it is a great read and an intro to RV. I’ve already read it, any good books that go into greater depth on the creation of strategies?
Similar to previous poster (Billymazee), this book on LTCM goes in-depth about the strategies they were running and what went wrong that led to their demise.
The Crisis of Crowding: Quant Copycats, Ugly Models, and the New Crash Normal: Chincarini, Ludwig B.: 9781118250020: Amazon.com: Books
Thanks, any suggestions on books that go into depth on the creation and the implementation of a macro RV strategy? That go into great detail on the mechanics of it.
Only book you'll need https://www.amazon.com/Fixed-Income-Relative-Analysis-Website/dp/111847…
Thanks I have had my eye on this book, what does it do so well?
prevents you from asking questions such as the subject of this thread
ha agreed
This bad boy explains a lot of things.
http://sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/Forward_Rates.pdf
Search for the other parts, they're all online (it's a common misconception that the last one is nowhere to be found)
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