Momentum and mean reversion connecting to risk metrics
How do you organize all of the macro variables, charts, correlations, volatility complex signals, etc?
Stucture them based on the signal diversity they provide. At the end of the day, you want a full analysis process for each with clear outputs.
How do you organize all of the macro variables, charts, correlations, volatility complex signals, etc?
Stucture them based on the signal diversity they provide. At the end of the day, you want a full analysis process for each with clear outputs.