Turnleaf Inflation Forecaster
Features
We augment traditional datasets with alternative data and apply machine learning to create forecasts in a purely quantitative process. Our dataset includes 34 countries across both developed markets and emerging markets and go up to 12 months.
We provide datasets that seek to forecast the economy over multiple time horizons, in particular for inflation. Our main focus is forecasting a multitude of price indices for different countries, in order to allow our clients to be better informed about the macro-economic conditions ahead.
We track model forecasts vs consensus and realized inflation in time.
Forecasts up to 12 months
Monthly updated forecasts for 1, 2, 3, and up to 12 months into the future.
Benchmarks
Benchmark forecasts based on central banks and economists’ projections, and market data.
Additional Support Tools
Dashboards on sentiment of news regarding inflation, Fed speeches sentiment and market implied inflation.
Geographical Coverage
Forecasts provided for 34 countries, accounting for more than 90% of global GDP.
Deep Dive into Model Drivers
Plots/tables to fully comprehend the features driving the model and their interaction with one another.
Performance Tracking
Dashboards to follow real-time performance of models, including model error and hit ratio.
Forecasts up to 12 months
Monthly updated forecasts for 1, 2, 3, and up to 12 months into the future.
Benchmarks
Benchmark forecasts based on central banks and economists’ projections, and market data.
Additional Support Tools
Dashboards on sentiment of news regarding inflation, Fed speeches sentiment and market implied inflation.
Geographical Coverage
Forecasts provided for 34 countries, accounting for more than 90% of global GDP.
Deep Dive into Model Drivers
Plots/tables to fully comprehend the features driving the model and their interaction with one another.
Performance Tracking
Dashboards to follow real-time performance of models, including model error and hit ratio.
Contribution Plots
We track the variables with the biggest impact as inflation drivers, and report on them, allowing our clients a much deeper inspection into what drives our forecasts.
Turnleaf Reports
We track and report the differences between our forecasts and the benchmarks, helping our customers to spot mismatches and opportunities between markets.
Inflation Market Dashboard
We monitor the market implied future inflation releases, in order to provide the most up-to-date data on the moves of the market.
