Cavenagh Capital: statistical concepts help macro traders deal with a changed world from dbs tv Watch Video
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Description: Currently many Asia macro funds are more ‘Global macro’ driven or ‘Japan macro’ focused, betting on directional trades and trends in foreign exchange and stock indices.nnCavenagh Capital, with its principals’ background in Asian markets through many crises, believe that consistent alpha is achieved though the understanding that “fat tails” have actually become common. Cavenagh focuses on being right about the direction of probability, rather than the direction of the market per se.
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