摩根大通：外汇宏观量化-暂停选举期间的宏观驱动因素
摩根大通·2024-10-21 15:21
Global FX Strategy 17 October 2024 J P M O R G A N FX Macro Quant Pause macro drivers during elections Figure 1: G10 carry has shown a decent rebound after the last US payrolls; EM and Global portfolios rebounds were more moderate Total return index of nominal Global/EM/G10 carry baskets (top-bottom 5/3/2 equal USD notional). Monthly rebalancing. Calculation as of 15/10/2024. See page 16 for analyst certification and important disclosures. +6% -7% 0% 90 95 100 105 110 115 Dec-23 Jan-24 Feb-24 Mar-24 Apr-24 ...