What's worked, what hasn't, and where to double down - VP March 2024 Global Macro Trading Discussion

This post is an excerpt from our March 22, 2024 market discussion video to VP clients. The full length, original video can be viewed here.


Highlights from the March 2024 Global Macro Trading discussion:

  • What's worked and we still like: short THB, short CHF, short CNH

  • What hasn't moved or moved against us, but we still like: short SONIA vs SOFR, AUD flatteners

  • Cyclical trades that could be tactically choppy: long gold / energy / commodities, long Brazil equities, long USD

Links to the March and February EM/DM Leading Indicator Watch reports

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We build predictive investment models by combining timeless axioms with innovative techniques. Operating at the intersection of market history and data science, we believe that man + machine beats man or machine alone.