Trading inflation swaps with Turnleaf Analytics inflation forecasts In this paper, we look at active trading strategies for longer dated US and Eurozone inflation swaps using a signal derived from Turnleaf Analytics inflation forecasts. We note that having foresight...
Trading DMFX with Turnleaf Analytics inflation forecasts In this paper, we examine ways of trading DMFX using Turnleaf Analytics inflation forecasts. The intuition is that Inflation forecasts expectations are linked to monetary policy expectations given that central...
Trading EMFX with Turnleaf Analytics inflation forecasts In this paper, we look at the relationship between Turnleaf Analytics inflation forecasts and EMFX. We find that typically falls in medium term expectations are beneficial for EMFX. Using this idea, we create an...
Using ML techniques to create trading rules for ETFs In this piece, we examine the question, “Can a combination of Inflation (CPI), and 2 proxies for GDP be used to inform future allocation decisions?”. The proxies are ISM PMI and ISM NMI, which correspond to ISM...
Trading DM IRS with Turnleaf Analytics inflation forecasts In this paper, we examine the relationship between inflation forecasts and interest rate swaps in developed markets. We create trading rules based upon inflation forecasts both in terms of where inflation will...
Turnleaf Analytics economic forecasts to trade commodities It seems intuitive that there is a relationship between commodities, inflation and growth. However, the key question is whether such a link can be monetised. In this paper, we explore how Turnleaf Analytics...
