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Sinopsis
On February 4, 1994, the Federal Reserve raised rates by just 25 basis points and helped trigger one of the most violent bond routs in modern history. The size of the move wasn't the story. The Fed's reaction function had changed.
This book teaches traders how to recognize those changes before the rate decision confirms them.
Three documented cases reveal how monetary-policy pivots actually unfold: the Fed's devastating 1994 tightening cycle, the ECB's abrupt exit from negative rates in 2022, and the ECB's return to tightening in 2026. Each is reconstructed from the statements, minutes, testimony, and press conferences available at the time, not from hindsight.
At the center is the long-hold trap: the longer rates remain unchanged, the more capital accumulates around the assumption that they will stay there and the more violent the repricing when a central bank's logic changes.
The book's Turn Desk framework provides a repeatable process for identifying that change, evaluating market positioning, and building a disciplined trade before confirmation arrives.
Volume Two of The Macro Event Trader series: the trade should be in the documents before it is in the history books. Includes comics throughout the book to make the understanding of this complex topic much easier!
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Super Macro Event Trader (Paperback)
Impresión bajo demandaLibrería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
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Paperback. Condición: new. Paperback. On February 4, 1994, the Federal Reserve raised rates by just 25 basis points and helped trigger one of the most violent bond routs in modern history. The size of the move wasn't the story. The Fed's reaction function had changed. This book teaches traders how to recognize those changes before the rate decision confirms them. Three documented cases reveal how monetary-policy pivots actually unfold: the Fed's devastating 1994 tightening cycle, the ECB's abrupt exit from negative rates in 2022, and the ECB's return to tightening in 2026. Each is reconstructed from the statements, minutes, testimony, and press conferences available at the time, not from hindsight. At the center is the long-hold trap: the longer rates remain unchanged, the more capital accumulates around the assumption that they will stay there and the more violent the repricing when a central bank's logic changes. The book's Turn Desk framework provides a repeatable process for identifying that change, evaluating market positioning, and building a disciplined trade before confirmation arrives. Volume Two of The Macro Event Trader series: the trade should be in the documents before it is in the history books. Includes comics throughout the book to make the understanding of this complex topic much easier! This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9798194464944
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Super Macro Event Trader
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PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: L0-9798194464944
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Super Macro Event Trader: Episode 2 - The Central Bankster: Central Bank Pivot Trades
Impresión bajo demandaLibrería: California Books, Miami, FL, Estados Unidos de America
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Condición: New. Print on Demand. Nº de ref. del artículo: I-9798194464944
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Super Macro Event Trader
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PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: L0-9798194464944
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Super Macro Event Trader (Paperback)
Impresión bajo demandaLibrería: CitiRetail, Stevenage, Reino Unido
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Paperback. Condición: new. Paperback. On February 4, 1994, the Federal Reserve raised rates by just 25 basis points and helped trigger one of the most violent bond routs in modern history. The size of the move wasn't the story. The Fed's reaction function had changed. This book teaches traders how to recognize those changes before the rate decision confirms them. Three documented cases reveal how monetary-policy pivots actually unfold: the Fed's devastating 1994 tightening cycle, the ECB's abrupt exit from negative rates in 2022, and the ECB's return to tightening in 2026. Each is reconstructed from the statements, minutes, testimony, and press conferences available at the time, not from hindsight. At the center is the long-hold trap: the longer rates remain unchanged, the more capital accumulates around the assumption that they will stay there and the more violent the repricing when a central bank's logic changes. The book's Turn Desk framework provides a repeatable process for identifying that change, evaluating market positioning, and building a disciplined trade before confirmation arrives. Volume Two of The Macro Event Trader series: the trade should be in the documents before it is in the history books. Includes comics throughout the book to make the understanding of this complex topic much easier! This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9798194464944
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Super Macro Event Trader : Episode 2 - The Central Bankster: Central Bank Pivot Trades
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Amazon Digital Services LLC - Kdp Aug 2026, 2026
ISBN 13: 9798194464944
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Neuware - On February 4, 1994, the Federal Reserve raised rates by just 25 basis points and helped trigger one of the most violent bond routs in modern history. The size of the move wasn't the story. The Fed's reaction function had changed. This book teaches traders how to recognize those changes before the rate decision confirms them. Three documented cases reveal how monetary-policy pivots actually unfold: the Fed's devastating 1994 tightening cycle, the ECB's abrupt exit from negative rates in 2022, and the ECB's return to tightening in 2026. Each is reconstructed from the statements, minutes, testimony, and press conferences available at the time, not from hindsight. At the center is the long-hold trap: the longer rates remain unchanged, the more capital accumulates around the assumption that they will stay there and the more violent the repricing when a central bank's logic changes. The book's Turn Desk framework provides a repeatable process for identifying that change, evaluating market positioning, and building a disciplined trade before confirmation arrives. Volume Two of The Macro Event Trader series: the trade should be in the documents before it is in the history books. Includes comics throughout the book to make the understanding of this complex topic much easier! Nº de ref. del artículo: 9798194464944
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