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Global Macro Trading: Profiting in a New World Economy by Greg Gliner

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Chapter 6Systematic Trading

The purpose of this chapter is to provide the reader with a general understanding of systematic trading models. Systematic macro can be used to observe some of the same things as discretionary macro. Where systematic trading and discretionary macro strongly differ, however, is that systematic trading is a method of using rule-based models to find trade opportunities, while discretionary macro leaves room for human emotion and therefore can often lead to less risk control. In a systematic model, predefined factors will result in buying or selling a certain asset.

This chapter will provide the basics of a systematic model by showing which assets, strategies, and risk factors are useful for initial construction. As ...

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