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For medium-term asset managers: QQQ, SPY, DIA following November Powell talk
As tsterm.com only computes on price data for now for causal inter-temporal predictive relationship, when we write “it happens” below, it was a simple…
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Time Series Terminal
For medium-term asset managers: AAPL and MMM following November Powell talk
As tsterm.com only computes on price data for now for causal inter-temporal predictive relationship, when we write “it happens” below, it was a simple…
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Time Series Terminal
2023-11: US equity being driven by AI 6-month out
From Sun 19 Nov, Accenture ACN joins top 5 common causal predictors for US equity index ETFs QQQ, SPY, DIA. As of Mon 20 Nov close, the top 5 common…
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Time Series Terminal
October 2023
2023-10: Oracle ORCL, Dow Jones Industrial Average index predictive of global assets
As of 2023-10-19 Thu end-of-day, using 2-day ahead horizon, The conditional distribution of the value of the US three major stock index ETFs QQQ, SPY…
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Time Series Terminal
18-Month Review of Prediction Performance
We use the short horizon “2-day ahead”, and the net predictions over the past 18 months, to perform synthetic trading backtest. For how to work out the…
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Time Series Terminal
For medium-term asset managers: US financial sector
The white paper on tsterm.com explained the procedure to do synthetic trading, with synthetic position sizes computed from the net majority votes of…
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Time Series Terminal
For medium-term asset managers: US sectors: technology, financial, energy, as the Fed dovish note is released
Since Tue 10 Oct, some dovish note was released and a further interest rate this year may be off the table. The engine at tsterm.com is currently set up…
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Time Series Terminal
September 2023
For medium-term asset managers: GBPUSD, EURUSD, USDCNY and USDJPY
Under 6-month horizon, if one searches for GBPUSD;EURUSD;USDCNY;USDJPY, according to tsterm.com, as of Thu 21 Sep close, the top common causally…
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Time Series Terminal
2023-09: for short-term: US keeps out of deflation; for medium-term: semiconductor and biotech as drivers for US equity
As of Mon 18 Sep close, according to tsterm.com, with 2-day ahead forecast horizon, the top common causally predictive factors for the conditional…
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Time Series Terminal
For medium-term asset managers: US 5-, 10-year treasury yield rates predicted to be moderately more "bullish" than 20-, 30-year ones
As of Wed 13 Sep, using 6-month horizon, if one searches for DGS5;DGS10;DGS20;DGS30, the top common causally predictive factors for the conditional…
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Time Series Terminal
For medium-term asset managers: AAPL may not be helped by NVDA's steam, above the tussles of currencies
We will retrace predictions for Apple AAPL, and see that it was not helped by Nvidia NVDA’s steam so far, above all. To go back in history, add an asof…
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Time Series Terminal
August 2023
2023-08: Professional and industrial services as leading signal to any broad reversal of US equity, some grocery prices drop
Did you see some Heinz sauces on discount shelf last month? Great. Let’s start. As of Sun 20 Aug, from the short 2-day ahead horizon, according to…
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Time Series Terminal
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