May 2019

Stocks for some run

May 10, 2019 | OSM

Motivation This string of posts is meant to help non-professional investors understand some of the complexities involved in choosing an investment strategy, suggest a logical framework on how to do just that, and offer different ways to analyze the data that motivate the strategies we’ll examine. Strategies for the ...
[...Read more...]

What do machines know about the yield curve?

May 3, 2019 | OSM

A recession a year from now? As we saw in the last post, when we run a model with a 6-month look forward, it does a fairly reasonable job in predicting a recession, assuming we use a threshold closer to recession base rate. In this post, we look...
[...Read more...]

What do machines know about the yield curve?

May 3, 2019 | OSM

A recession a year from now? As we saw in the last post, when we run a model with a 6-month look forward, it does a fairly reasonable job in predicting a recession, assuming we use a threshold closer to recession base rate. In this post, we look...
[...Read more...]
1 2