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Main Author: riera, jordi
Format: Recurso digital
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Published: Zenodo 2026
Online Access:https://doi.org/10.5281/zenodo.19633097
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_version_ 1866901261700300800
author riera, jordi
author_facet riera, jordi
contents <p>This note formalizes an Expected Value (EV) framework for macro trades designed to<br>hedge or profit from U.S. sovereign debt instability. By partitioning the state space into<br>three distinct regimes (Base, Stress, and Debt Spiral), we derive a probability threshold<br>for positive expectancy. We demonstrate that in highly convex setups, the requirement for<br>a “Debt Spiral” scenario to justify a position is often significantly lower than consensus<br>intuition suggests.</p>
format Recurso digital
id zenodo_https___doi_org_10_5281_zenodo_19633097
institution Zenodo
language
publishDate 2026
publisher Zenodo
record_format zenodo
spellingShingle Debt Spiral EV Note Expected Value of Macro Trades under Sovereign Stress
riera, jordi
<p>This note formalizes an Expected Value (EV) framework for macro trades designed to<br>hedge or profit from U.S. sovereign debt instability. By partitioning the state space into<br>three distinct regimes (Base, Stress, and Debt Spiral), we derive a probability threshold<br>for positive expectancy. We demonstrate that in highly convex setups, the requirement for<br>a “Debt Spiral” scenario to justify a position is often significantly lower than consensus<br>intuition suggests.</p>
title Debt Spiral EV Note Expected Value of Macro Trades under Sovereign Stress
url https://doi.org/10.5281/zenodo.19633097