Trading Strategies

Trading strategies that use our Inflation Forecasts and outperform benchmarks

We offer complimentary trading strategies as part of our Inflation Forecaster as White Papers. They suggest how to use our data to deliver above-average returns in historical and live tests. We show the live performance below.

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Why consider our trading strategies?

Add new trading ideas and rules to your existing approach

Learn how to use data from our Inflation Forecasts to inform trades

Innovate, and try new strategies that are rare — or absent from the market

Add new trading ideas and rules to your existing approach

Learn how to use data from our Inflation Forecasts to inform trades

Innovate, and try new strategies that are rare — or absent from the market

Our Track Record

We present both historical returns (as of paper publication date) and live returns from our trading strategy whitepapers. In addition, we paper trade 3 of our 7 strategies on Interactive Brokers to provide the most realistic view on our performance possible.

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Get the Most Out of Our Inflation Forecasts

We provide complimentary trading strategies to anyone who licenses our Inflation Forecaster product. These strategies demonstrate how to use our forecasts to trade inflation swaps, bonds, commodities and FX. With our strategies, you may:

Outperform similar strategies that are based on less robust forecasts

Potentially increase P&L and adapt to changing economic conditions

Proceed with confidence as we show each strategy’s historical and live performance

Our Trading Strategies

There’s Currency In Inflation

Examines trading DMFX using our inflation forecasts. Examines the relationship between inflation forecast expectation and monetary policy expectations, and between the curve of inflation forecasts and spot.

- Information Ratio Strategy 1: 1.14
- Information Ratio Strategy 2: 0.64

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EM-bracing Inflation

Examines the relationship between our Inflation Forecasts and EMFX. Uses an inflation basket to generate systematic trading signals for EMFX. It outperforms generic EMFX carry and trend strategies.

- Information Ratio: 1.24

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The loco-modities

Examines the relationship between commodities, inflation, and growth, and whether this connection can be monetized. Examines how our forecasts can be used to generate profitable signals for trading commodities.

- Information Ratio: 0.91

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Surprise, it’s inflation

Examines trading a portfolio of macro assets around US CPI. Follows short term trading rules over the days of US CPI releases with our short term Inflation Forecasts for US CPI YoY NAS.

- Information ratio: 0.88

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Yielding to Inflation

This strategy trades a portfolio of US and Eurozone inflation swaps with trading rules using Turnleaf’s US and Eurozone inflation forecasts.

- Information Ratio: 1.11

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