I recently co-authored a white paper on momentum strategies with Bilal Hafeez at Macro Hive, a leading independent macro research provider. You can read the paper here: How Canadian Futures Can E...
https://coolstatsblog.com/2020/11/06/momentum-strategy-returns/
In my last post I forecasted a Trump victory based on him retaining key swing states like Florida, Ohio, Pennsylvania, and Wisconsin (although not Michigan). But reports of a surge in absentee/ma...
https://coolstatsblog.com/2020/09/16/on-absentee-mail-in-voting/
Click here to skip to results. In the summer of 2016 I built a model that combined past election, polling, and primary data to accurately predict that Donald Trump would be elected the US preside...
Currency traders pay a lot of attention to seasonality. “NZDUSD tends to sell-off in August” is often cited as an argument (combined with other considerations, of course) to either short the ...
https://coolstatsblog.com/2020/08/20/seasonality-does-it-work/
At the August meeting of the RBI, the Indian central bank kept the repo rate, its benchmark interest rate, unchanged. Around half of economists had expected a policy rate cut (India is in a pande...
There are so many “words” around Python. There is clearly an entire ecosystem here. Here I break it down un-comprehensively. Python is the language. You run Python on one of the following: Te...
https://coolstatsblog.com/2020/08/02/python-vs-jupyer-vs-spyder-vs-idle/
Members of the Federal Open Market Committee, the body which decides the Fed’s interest rate policy, have their words closely scrutinized for hints about what the next policy change could be. A...
https://coolstatsblog.com/2020/06/23/tracking-fed-sentiment/
Following my recent post about the most referenced topic in FX commentary (in my case, excellent daily commentary from BNZ), I received a number of questions from readers about whether topic X wa...
https://coolstatsblog.com/2020/05/23/what-markets-are-focused-on-2/
An updated version of this chart for June 2020 was shared with subscribers of TLR Wire, the esteemed economics newsletter managed by Philippa Dunne and Doug Henwood. The financial sector produces...
https://coolstatsblog.com/2020/05/17/what-markets-are-focused-on/
The Federal Reserve (or “Fed”) is the central bank of the United States, in charge of setting interest rates, regulating banks, maintaining the stability of the financial system, and providin...
https://coolstatsblog.com/2020/04/30/the-feds-balance-sheet/