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As of 2022-05

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As of 2022-05

Time Series Terminal
May 17, 2022
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As of 2022-05

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TL;DR: Nasdaq index’s downward trend; Strength of US dollar

As of 2022-05-16, for 2 day ahead prediction, the most important predictors for 5-, 10-, 20-, 30-Year US Real Interest Rates are

  • Unitedhealth Group Inc UNH (healthcare)

  • Real Estate Sector SPDR ETF XLRE (real estate)

  • SPDR Dow Jones Industrial Average ETF DIA (industrials)

Real Interest is the nominal interest rate minus market-expected inflation. On FRED, one could find data for US Real Interest Rates under the title of “nn-Year Treasury Inflation-Indexed Security”.

On the side of equity, the most important predictive factors driving QQQ, SPY, DIA for 2 day ahead prediction are

  • Invesco Nasdaq-100 ETF QQQ (i.e. QQQ's own trend)

  • USDCHF (currency)

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