MGPraxis6,400 papers identified by name

Macro signals and regime strategies

49 papers on macro signals and regime strategies as a systematic trading strategy. Trading on macroeconomic conditions, monetary policy, business cycles and regimes.

Also searched as: macro trading signals, business-cycle investing, regime-switching strategies, monetary policy and returns

Papers492001–2026
Share of the family100 %49 of 49
Asset
Method
Papers by yearMacro signals and regime strategies
■ equities■ multi-asset■ bonds and credit■ volatility and options■ other assets2005320102015332020392026■ equities■ multi-asset■ bonds and credit■ volatility and options■ other assets2005320102015332020392026
Most cited in each assetcited byasset
State-Level Business Cycles and Local Return Predictability by Korniotis and KumarEquities153Equities2008
Hedge Funds, Managerial Skill, and Macroeconomic Variables by Avramov et al.Asset not named81Asset not named2007
When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation? by Basu et al.Multi-asset13Multi-asset2006
Volatility Managed Portfolios by Moreira and MuirCurrencies10Currencies2016
Tactical Asset Allocation with Commodity Futures: Implications of Business Cycle and Monetary Policy by Nguyen and SercuCommodities7Commodities2010
Latest additionsasset
Adaptive Portfolio Positioning under Market Volatility: A Forward-Looking Regime-Switching Approach Using the VIX Term Structure by LiuVolatility and optionsVolatility and options2026
Crowded Anomalies over the Business Cycle by JungEquitiesEquities2026
Racing the benchmark: competition and robust risk-taking in financial markets by PanMulti-assetMulti-asset2026
Dynamic Asset Allocation under Market Regime Uncertainty: A Markov Decision Process Approach by SoodMulti-assetMulti-asset2026
Dynamic Allocation with Macro Factor-Mimicking Portfolios by Molinaro and ChaudronEquitiesEquities2026

Assets with their own page

25 papers
Macro signals in equities25

Macro signals in multi-asset

5 papers
cited bymethod
Dynamic Asset Allocation under Market Regime Uncertainty: A Markov Decision Process Approach by Sood0Bayesian +32026
Racing the benchmark: competition and robust risk-taking in financial markets by Pan0Mathematical derivation +12026
Tactical Asset Allocation with Macroeconomic Regime Detection by Oliveira et al.02025
The Indicators of Stock Market Macro Turning Points During Global Financial Crisis - Application to Dynamic Asset Allocation Investment Strategy Using Index and Exchange Traded Funds by Bijak02012
When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation? by Basu et al.132006

Macro signals in bonds and credit

4 papers
cited bymethod
Liquidity Transmission of Open Market Operations and Government Bond Fund Behavior: The Duration Channel under Economic Uncertainty by Qi et al.02026
Using Eurodollar Pack Spreads to Trade Treasury Curves by De Vere02021
Using Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies by Sharma02017
Bond returns and market expectations by Altavilla et al.2013

Macro signals in currencies

3 papers
cited bymethod
US Interest Rate Surprises and Currency Returns by Antolin-Diaz et al.52023
Volatility Managed Portfolios by Moreira and Muir102016
The Economic Value of Fundamental and Technical Information in Emerging Currency Markets by de Zwart et al.2007

Macro signals in commodities

2 papers
cited bymethod
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors by Guidolin and Pedio2State-space models2018
Tactical Asset Allocation with Commodity Futures: Implications of Business Cycle and Monetary Policy by Nguyen and Sercu72010

Macro signals, no asset class named

5 papers
cited bymethod
Corporate Governance, Investment Strategy, Macroeconomic Variables and Financial Performance of Pension Schemes in Kenya by Akwimbi et al.02024
Optimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients by Hu et al.1Mathematical derivation +12022
Risk on-Risk off: A regime switching model for active portfolio management by Dapena et al.State-space models2019
Active Allocation of Smart Beta Indices Based on Factor Timing and Regime Switching by Gkatzilakis and Sivasubramanian1State-space models2015
Hedge Funds, Managerial Skill, and Macroeconomic Variables by Avramov et al.812007

Papers on macro signals from other families

8 papers
filed under
Crude oil arbitrage and momentum trading strategies with targeting volatility by using Large Language Models by GarmashNews sentiment and text signals2026
Does Pairs Trading Strategy Effectiveness Depend on the Method, Sector, And/Or Economic Regime? Evidence from Forty-Eight Years of Daily S&P 500 Data and Three Pairs Selection Methods by BoydPairs trading and statistical arbitrage2026
The Variance Risk Premium Across Markets and Regimes A Downside, Crash-Conditional Risk Premium, Not Harvestable Carry by AhmedVolatility risk premium2026
Avoid Equity Bear Markets with a Market Timing Strategy by Ďurian and VojtkoMarket timing and tactical asset allocation2023
The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy by Böck et al.Carry trade2023
Carry Trades and Monetary Conditions by FalconioCarry trade2016
Tactical Asset Allocation for U.S. Pension Investors: How Tactical Should the Plan Be? by Louton et al.Market timing and tactical asset allocation2015
Finance by VerhofenSeasonality and calendar effects2014
Papers tagged from title and abstract by MarketGraphs Praxis. Citation counts from OpenAlex.
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