Section V: Analytics from Macro Market Data to Credit Selection
By Robert S. Kricheff
This section outlines some analytic techniques to derive macro investment themes all the way down to identifying specific investments that might fit such themes. First the section looks at some of the ways that work can be done to try to predict how an asset class may move or react in certain economic and financial environments. The analysis is generally based on historical data.
This type of analysis can focus on returns as well as changes in relative value and historic relationships. This type of analysis can often focus on how different segments of the market reacted during various cycles in the past, such as examining how asset classes performed during a ...
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