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3/ #Quant teams can test whether a news-derived regime variable adds information alongside price, volatility and positioning.
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In this preview on the [i3] Podcast, Dr. Sushil Wadhwani of QMA Wadhwani talks about translating global macro events into investable ideas. Keep an eye out for the full podcast next week: https://t.co/ApCtzpYXm3 #systematicmacro #COVID #investment #assetmanagement @pgim
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