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hansihuang2016 / uupp

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Open hansihuang2016 opened 6 years ago

hansihuang2016 commented 6 years ago

bank statement.pdf BridgeWater Daily 2018.9.5.pdf

hansihuang2016 commented 6 years ago

Citi ItalyLega Less Aggressive on the Budget.pdf

hansihuang2016 commented 6 years ago

BridgeWater Daily 2018.9.6.pdf

hansihuang2016 commented 6 years ago

BridgeWater Daily 2018.9.7.pdf

hansihuang2016 commented 6 years ago

BridgeWater Debt Crises Part 1_090418.pdf BridgeWater Debt Crises Part 2_090418.pdf BridgeWater Debt Crises Part 3_CS_090618.pdf

hansihuang2016 commented 6 years ago

BridgeWater Daily 2018.9.11.pdf

hansihuang2016 commented 6 years ago

BridgeWater Daily 2018.9.12.pdf

hansihuang2016 commented 6 years ago

BridgeWater Daily 2018.9.13.pdf

hansihuang2016 commented 6 years ago

2018.9.zip

hansihuang2016 commented 6 years ago

BridgeWater Daily 2018.9.14.pdf DB Dark clouds, silver linings and.pdf hsbc The running of the bulls.pdf CITI ECB reinvestment details before year end.pdf European Directions September ECB meeting.pdf RBC European Rates & Economics Daily.pdf HSBC DM Rates Ideas.pdf DB Trade war may be put on hold.pdf DB How will China handle the trade war.pdf

hansihuang2016 commented 6 years ago

BridgeWater Daily 2018.9.17.pdf

hansihuang2016 commented 6 years ago

CITI global asset view Matt King.pdf

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.9.18.pdf BridgeWater Daily 2018.9.19.pdf

hansihuang2016 commented 5 years ago

trade list 2018 9 14.xlsx

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.9.20.pdf SKMBT_C364e18092013330.pdf SNDFAColour18092016330.pdf

hansihuang2016 commented 5 years ago

组合 1.pdf

hansihuang2016 commented 5 years ago

【批量下载】20180207-中信建投-基本面量化系列研究之九——宏观经济指标在风格配置中的运用等.zip 【批量下载】20170711 基于Black_Litterman的多策略资产配置策略等.zip 2370511_1.pdf 2348121_1.pdf 2328207_1.pdf 2326219_1.pdf 2441075_1.pdf 2435134_1.pdf 2365719_1.pdf 2365279_1.pdf 2296142_1.pdf

hansihuang2016 commented 5 years ago

NTMA contract.pdf

hansihuang2016 commented 5 years ago

宏观动量指标.xlsx

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.9.21.pdf

hansihuang2016 commented 5 years ago

data request.xlsx

hansihuang2016 commented 5 years ago

bond futures.xlsx

hansihuang2016 commented 5 years ago
hansihuang2016 commented 5 years ago

国债期货低频信号数据 9.25.xlsx

hansihuang2016 commented 5 years ago

Yijie Huang GNIB card.pdf

hansihuang2016 commented 5 years ago

国债期货低频信号数据 9.25.xlsx review.xlsx

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.9.26.pdf

hansihuang2016 commented 5 years ago

9.25.xlsx 国债期货低频基本面策略.docx

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.9.25.pdf BridgeWater Daily 2018.9.27.pdf Oaktree memo 2019.9.27.pdf

hansihuang2016 commented 5 years ago

TF STRATEGY.pdf default.docx 9.25.xlsx

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.9.28.pdf

hansihuang2016 commented 5 years ago

Copy of 高斯量化1号净值比较.xlsx 9.25.xlsx default.docx GIS_SO_2018_09_28.pdf

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.10.1.pdf Citi Talking About Italian Politics.pdf Citi US Midterm Elections Preview.pdf DB China Macro Revising current account forecast to deficit.pdf

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.10.2.pdf

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.10.3.pdf

hansihuang2016 commented 5 years ago

偶然从Candlestick的号上看到美元指数对十债收益率的图。两者在较长时间里呈正相关关系。其逻辑也相当清晰：美元走强，体现出EM经济相对较弱，货币政策宽松，国债收益率下降，国债期货上涨。

由此可以抛开低频又滞后的经济数据和复杂的经济预测，直接使用日频度美元指数代表中国经济的好坏，用于国债期货的方向判断。此处理应当用RMB汇率，但由于我们的汇率制度并不能市场化反应经济强弱度，因此使用市场化的DXY美元指数。此处还有一个问题，DXY里基本都是美元对其它储备货币，特别是欧元权重高达57%。那这和EM国家经济不完全对应，DXY走强直观代表美国经济强于其它DM或者说rest of world，那么中国实际上是rest of world部分里体量最大的。还有一种解释可以是，EM的等级低于其它DM，如果其他DM都好不了，EM大概率可能也不好。

1 2 Copy of 利率指标.xlsx

hansihuang2016 commented 5 years ago

https://www.bloomberg.com/news/features/2018-10-04/the-big-hack-how-china-used-a-tiny-chip-to-infiltrate-america-s-top-companies

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.10.4.pdf

hansihuang2016 commented 5 years ago

capture US EA HOUSE PRICES.xlsx

hansihuang2016 commented 5 years ago

Lisa-SeptemberDraft.docx

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.10.5.pdf GIS_WR_2018_10_05.pdf

hansihuang2016 commented 5 years ago

WPP2017_POP_F08_1_TOTAL_POPULATION_BY_BROAD_AGE_GROUP_BOTH_SEXES.xlsx WPP2017_POP_F08_2_TOTAL_POPULATION_BY_BROAD_AGE_GROUP_MALE.xlsx WPP2017_POP_F08_3_TOTAL_POPULATION_BY_BROAD_AGE_GROUP_FEMALE.xlsx

hansihuang2016 commented 5 years ago

population_growth.zip china data.zip

hansihuang2016 commented 5 years ago
hansihuang2016 commented 5 years ago

WPP2017_MORT_F17_2_ABRIDGED_LIFE_TABLE_MALE.xlsx WPP2017_MORT_F17_3_ABRIDGED_LIFE_TABLE_FEMALE.xlsx

hansihuang2016 commented 5 years ago

Lisa-SeptemberDraft.docx

hansihuang2016 commented 5 years ago

BridgeWater Daily 2018.10.8.pdf

hansihuang2016 commented 5 years ago

trade list 2018 10 8.xlsx

hansihuang2016 commented 5 years ago

9.25.xlsx

hansihuang2016 commented 5 years ago

TF strategy.xlsx

hansihuang2016 commented 5 years ago

trade list 2018 10 8.xlsx