
161: Mike Agne – When There’s Blood in the Water, Sharks Will Come
Chat With Traders
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How to Refine Your Algorithm for Multiple Global Macro Products
I'm a lot of, you know, basically my main relative value trade is discretionary, but the execution on it's systematic in some ways. So I have to first create like parameters and rules and try to figure out exactly how they'll play into the overall portfolio because it's not just fixed income five year to 30 year and an S&P trade, you know what I mean? So there's a lot more involvement. And that's kind of what I mean by incorporating all of that and moving away from just a fixed income centric to an overall global macro model.
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