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Since the launch in April, from day to day, we compute causal graph for 2-day ahead prediction horizon, make predictions for up to 2 days out, use next-day net prediction to set up hypothetical trading position, which dynamically sizes between -1 and +1 share/lot/unit. On the…
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As of Sun 2023-03-19, from 2-day ahead horizon, the common drivers behind the US 5-, 10-, 20-, 30-Year Real interest rates are Oracle ORCL (technology…
Time Series Terminal
As of Sat 2023-02-18, using 2-day ahead horizon, the causally predictive factors behind US 5-, 10-, 20-, 30-Year Real Interests DFII5, DFII10, DFII20…
Time Series Terminal
As of Wed 2023-01-18, using 2-day ahead forecast horizon, the common causally predictive factors behind US Real Interest Rates DFII5, DFII10, DFII20…
Time Series Terminal
tsterm only sees numbers, agnostic of human events. When we mention an event, it serves solely as chronological marker in the hope to facilitate…
Time Series Terminal
As of Tue 2022-11-22, from 2-day ahead prediction, the common drivers behind US Real Interest Rates DFII5, DFII10, DFII20, DFII30 are USD/INR (currency…
Time Series Terminal
As of Wed 2022-10-26, from 2-day ahead prediction, the common drivers behind US Real Interest Rates DFII5, DFII10, DFII20, DFII30 are ASML (industrial…
Time Series Terminal
As of Mon 19 Sep 2022, based on 2-day ahead prediction results, For US 5-, 10-, 20-, 30-Year Real Interest Rates as target, the common predictors are US…
Time Series Terminal
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Time Series Terminal’s Newsletter

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