SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by gilgamesh
September 29th, 2019, 10:22 am
Forum: General Forum
Topic: Does Macro Variables help in predicting Market Retrun?
Replies: 6
Views: 4761

Re: Does Macro Variables help in predicting Market Retrun?

Macro economics has broadly failed to forecast very much, and we are currently in a negative rates environment that has an insufficient training set.    https://on.ft.com/34gOLcP   https://www.economist.com/finance-and-economics/2016/01/09/a-mean-feat FT 'an astonishing record of completer failure' ...
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