DDT Macro Portfolio Forward Test: FX + Credit + Gold (2024Q1-Q4)

Name: DDT Macro Portfolio Forward Test: FX + Credit + Gold (2024Q1-Q4)
Creator: Zenodo
Published: 2026-05-24T18:44:05+08:00

Zenodo2026-05-24 更新2026-05-26 收录

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数据链接：

https://zenodo.org/doi/10.5281/zenodo.20368955 数据链接链接失效反馈

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资源简介：

Pre-registered forward test for DDT Macro Portfolio. Three-asset-class portfolio (FX, Credit, Gold). Signal details removed. Positions: currency long/short + asset weights only. Backtest Sharpe 1.09, orthogonal to all major strategies. Restricted access.

提供机构：

Zenodo

创建时间：

2026-05-24

DDT Macro Portfolio Forward Test: FX + Credit + Gold (2024Q1-Q4)

资源简介：

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