Macro scorecards for local-currency EM bonds

Jupyter Notebook Macro-quantamental scorecards enable portfolio managers to systematically exploit point-in-time economic information for the rebalancing of their positions. This post illustrates how to construct quantamental factors and scorecards for dollar-based investors in emerging local bond markets, a segment that demands close attention to macroeconomic developments. A plausible set of relevant macro factors includes changes […]