About this episode

Alf and Brent discuss macro trading strategies in the context of war and its impact on asset correlations and risk management.

Alf and Brent reflect on correlations converging to 1 across asset classes, risk management practices in macro deleveraging events, and a game theory approach to how the war could unfold from here.

People in this episode

Hosts: Alfonso Peccatiello, Brent Donnelly

Topics covered

• macro trading
• risk management
• game theory
• asset correlations
• deleveraging events

Keywords

• macro trading
• war
• risk management
• asset classes
• game theory

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