Market prediction based on macroeconomic indicators - page 55
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Are you aware of any examples of using game theory for fundamental analysis? At least in the form of some simple models.
Are you aware of any examples of using game theory for fundamental analysis? At least in the form of some simple models.
No, I don't.
I wonder how Trump's rise to power has or has not affected your system.
I wonder how Trump's rise to power has or has not affected your system.
Trump has done two things:
1. Cut taxes for companies, which probably extended the economy for about 1 year, and
2. Introduced tariffs and started trade wars, which offset 1.
The net effect is zero. The system works as it did before Trump.
In the US, where I live and where all my investments are. The model is still the same, based onsparse approximation to select the best predictors out of about 10,000. I also use the yield curve as a leading indicator.
USA GDP 2 quarters ahead:
Current yield curve:
Vladimir, could you please provide me with the graphical data numerically? I will try to enter them into the Universal regression model, which you were once interested in, as well as in the DA indicator.
Did your model predict the pre-New Year's fall?
Over the past 10 years, financial markets have grown manifold, ratios of corporate profits to equity growth have lost their economic sense, and corporate cash flow is irrelevant to their market capitalisation.
All of this suggests a profound correction, if not a 1929-style collapse of financial markets is imminent.
Does your model have predictors that would predict such changes in financial markets? Or perhaps you have heard of them?
It's been a while since I've been here. Changed the prediction code after careful selection of the most important economic indicators. Below is the S&P500 chart:
It's been a while since I've been here. Changed the prediction code after carefully selecting the most important economic indicators. S&P500 chart below:
How many indicators?
How many indicators?
3: Returns on securities of different maturities plus one more
Buy & hold annual percentage rate, 1974 - present: APR = 7.35%
Buy & sell strategy using economic indicators: APR = 13.18%.
This strategy gave a sell signal in December 2019. No buy signal has been given so far. Apparently the market will go down.