Time Series Terminal’s Newsletter

Time Series Terminal’s Newsletter

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What is Going On 2021-08-15
TL;DR: non-US currencies as CHF, GBP, cryptocurrency, AT&T (telecommunication), and Boeing (industrial) are the central theme
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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
2023-03: FinTech consumer loan under pressure
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
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Time Series Terminal
1-Year Review of Prediction Performance
We aim to publish a review of prediction performance every 6 months, as a checkup on the virtue of tsterm engine.
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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.
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Time Series Terminal
6-Month Review of Prediction Performance
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…
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Time Series Terminal
2024-01: AI stocks and consumer as drivers (predictors) for US equity 6 months out
According to tsterm.com, using 6-month ahead forecast period,
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Time Series Terminal
2022-09: US Interest Rate Rally
As of Mon 19 Sep 2022, based on 2-day ahead prediction results,
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Time Series Terminal
2025-02: Gold, oil and gas energy driving US equity six months out
US protective trade policies: if it is harder to get dollar from trade, then a foreign central bank may turn to buying gold for the reserve.
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Time Series Terminal
War and liberal economics: tsterm.com's analysis of the US dollar to China Yuan exchange rate
By rolling back tariff to 10%, most international revenue of US companies got protected, as well as Chinese investment outside China.
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Time Series Terminal
2025-05: Tariff threat, semiconductor driving US equity; semiconductor, utility (inflation) driving Western Europe equity; semiconductor…
As of Thu 29 May market close, tsterm.com identifies causally predictive factors
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Time Series Terminal
Velocity of money: how many times one dollar changes hand in an economy
Wikipedia defines “velocity of money” as “the number of times that one unit of currency is used to purchase goods and services within a given time…
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Time Series Terminal
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