9 Comments
Sep 22, 2023Liked by Credit From Macro to Micro

Great actionable insights!!

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great coverage, thank you!

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Very useful guide for people to understand the impacts of moves and how to hedge them

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Super interesting, thank you.

Why didn't you take into account the (negative) carry of the CDX after the spike that occured in your example one month after? How can we get it?

Many thanks!

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