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HangukQuant Research
Alpha of The Week (#76)
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Alpha of The Week (#76)

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HangukQuant
Nov 14, 2022
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HangukQuant Research
HangukQuant Research
Alpha of The Week (#76)
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Last week, we looked at a mean reversion trading strategy derived from recalibrating the policy parameters of a manged float FX basket.

HangukQuant’s Newsletter
Mean Reversion Trading by Recalibration of Macro FX Policy of a Managed Float ; S$NEER
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3 years ago · 6 likes · HangukQuant

In our next post we take a look at equity index and currency flows. We talk about currency risk premia. We implement strategy. Some other fun stuff… Paid readers gain access.

For paid readers, your alpha of the week report. Happy trading!

Alpha of The Week:

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