Ralph Sueppel (@macro_synergy) 's Twitter Profile
Ralph Sueppel

@macro_synergy

Managing Director of Macrosynergy Ltd. Development of systematic macro trading strategies.

ID: 740954006407786496

linkhttps://research.macrosynergy.com/ calendar_today09-06-2016 17:09:36

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Ralph Sueppel (@macro_synergy) 's Twitter Profile Photo
Ralph Sueppel
@macro_synergy

4 months ago

Post and Python code "Equity trend-following with market and macro data" implement robust trend following for equity futures markets and show that the inclusion of macroeconomic information systematically enhances trading value. macrosynergy.com/research/equit…

Post and Python code "Equity trend-following with market and macro data" implement robust trend following for equity futures markets and show that the inclusion of macroeconomic information systematically enhances trading value. macrosynergy.com/research/equit…