Trading macro assets over US CPI releases In recent years, the US CPI release has impacted a wide array of macro assets. In this paper, we discuss how we can trade a portfolio of macro assets around US CPI. We create short term trading rules over the days of US CPI...

Using Turnleaf Analytics inflation forecasts to trade FX In this paper, we show how using the differential in Turnleaf Analytics inflation forecasts compared to consensus can be used to trade FX systematically. The idea is that the differential in inflation forecasts...

Trading bond futures with Turnleaf Analytics inflation forecasts In this note, we discuss how Turnleaf Analytics inflation forecasts can be used to trade liquid bond futures using a systematic trading rule. The rationale is that inflation expectations impact monetary...

Using Turnleaf Analytics inflation forecasts to trade FX In this paper, we investigate how the differential in Turnleaf Analytics inflation forecasts compared to consensus can be used to trade the most liquid FX pairs systematically. The rationale is that the...

Using Turnleaf Analytics inflation forecasts to trade bonds In this paper, we use Turnleaf Analytics inflation forecasts as an input to trade US Treasuries and TIPS systematically. Our trading rule uses as an indicator, the gap between Turnleaf Analytics inflation...