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As of 2022-02
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As of 2022-02

Time Series Terminal
Feb 13
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As of 2022-02
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TL;DR: interest rate pressure on stocks; Tesla becomes systematically important for equities

As of Sat 2022-02-12, for 2 day ahead prediction, the most important predictive factors for Nasdaq 100 ETF QQQ, S&P 500 ETF SPY, Dow Jones Industrial Average ETF DIA are

  • Baidu Inc, ADR BIDU (Internet, information)

  • Energy Sector SPDR ETF XLE (energy)

  • Tesla TSLA (industrials)

  • iShares China Large-Cap ETF (China, large-cap)

  • Qualcomm QCOM (industrials)

  • MicroStrategy Inc MSTR (a small firm that put company treasury on Bitcoin)

If we add BTCUSD, ETHUSD to the list of target instruments, the most important predictive factors are

  • Tesla TSLA (industrials)

  • GameStop GME (social stock trading)

  • MicroStrategy Inc MSTR (a small firm that put company treasury on Bitcoin)

  • Energy Sector SPDR ETF XLE (energy)

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As of 2022-02
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