Modeling the Macro Trades That Matter
So you finally have a macro view and you put on your trade. Time goes by and the macro driver of your thesis plays out exactly as you predicted, but the asset class you chose goes the other way. It’s the classic pitfall of “right view, wrong trade.” Mahmood Noorani founded Quant Insights to tackle this problem, using models to determine the important macro factors driving markets and the asset classes best aligned to trade those factors. His models are pointing towards macro as a huge driving force over the next few years. The question is, “will you have the right trade?” Filmed on April 23, 2020.