The MacroTourist

The MacroTourist

ONLY A TRADE-A-SAURUS BETS ON RECOUPLING

Kevin Muir's avatar
Kevin Muir
Feb 28, 2017
∙ Paid
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The easiest way to become a trade-a-saurus is to assume correlations will continue forever and mindlessly fade divergences with the assumption they will recouple. Yet these divergences often offer clues that something might have changed and deserve further investigation.

Over the past couple of decades, ten year US inflation breakeven levels have traded …

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