We told you so.
"Trump Says He Will Finish the Job in Iran".
#war #Iran #investing #trading #gold #bitcoin #data #econometrics #technicalanalysis #economy #shock #finsky
www.wsj.com/opinion/dona...
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#econometrics
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Only 59% prediction success for the Rini in March.
Shocks are bad.
Expected after two months of stellar performance, though.
Working on predicting shocks.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #bitcoin #technicalanalysis
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Gráfico de líneas que compara la estabilidad en tiempo real de dos filtros macroeconómicos durante la crisis del COVID-19. La línea azul (filtro HP estándar) sufre un colapso masivo en fiabilidad (Revision Spread cae a -2.0). La línea naranja (nuevo filtro MacroBoost Hybrid - MBH) se mantiene mucho más estable y cerca de cero, demostrando su robustez para la extracción de tendencias en tiempo real frente a shocks de datos.
¿El filtro HP destroza tus series ante un shock? 📉 Mira el colapso azul en 2020.
📦 MacroFilters para R. El filtro MBH (naranja) usa Gradient Boosting para darte estabilidad extrema en tiempo real. 🚀
📦 github.com/michal0091/MacroFilters
📄 ssrn.com/abstract=637...
#rstats #dataviz #econometrics
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New #Econometrics paper by Yukitoshi Matsushita, Yuta Okamoto, and Taisuke Otsu on "Two-sample instrumental variable regression with many instruments"
sticerd.lse.ac.uk/_NEW/PUBLICA...
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The weekly OMXS30 M3 switched on because the week started with negative sentiment and was correct.
End-of-day and end-of week bull alerts are very good 👍
#econometrics #economy #stocks #investing #trading #gold #silver #bitcoin #ethereum #oil
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From the DSLC.video aRchives:
🔵 Econometrics w/ R: Hypothesis Tests & Confidence Intervals in Multiple Regression youtu.be/guETbfuZZEg
Support the Data Science Learning Community at patreon.com/DSLC
#dataBS #econometrics #RStats
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Correct!
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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Correct!
Both opening and closing.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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We do not have a time machine.
We have coffee, data and Stata.
#data #econometrics #economy #stocks #investing #trading #technicalanalysis
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Not only has the Rini lost the 80% prediction success due to shocks in March, it might even lose the 79% soon.
To predict what Potus will do, one needs a time machine and not top skills in behavioral econometrics.
#data #econometrics #economy #stocks #investing #trading #technicalanalysis
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Correct.
The shock was in the same direction as the Rini baseline signal.
OMXS30 surpassed the Rini absolute max but fell below before the closing (no opening price prediction).
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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Observation leads to the conclusion that the current US administration is sensitive to rapid increases in the 10Y yield (and/or the stock market).
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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TACO
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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Correct risk assessment.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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US 10Y yield at ~4.42
08:06:09 23 Mar 2026
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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Ordinary Least Squares (OLS) assumes that every observation has the same variance (homoscedasticity). Weighted Least Squares (WLS) is used when observations have different variances heteroscedasticity
#regressionanalysis #advancedstatistics #dataanalysis #statisticsmcqs #econometrics #OLS #WLS #GLS
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We now have a decent negative reaction from US market participants.
Add the US 10Y yield at 4.39 to that.
Reading statements from Potus - always reacts to the above.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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Finished at 2864.69 (-1.52%) which is sufficiently below the Rini absolute min AND very closed to the intraday min.
Very risky, though, to carry a position over the weekend in this situation.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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Almost 4.39 now.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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Opened a position yesterday before closing and harvested the profit after opening because we do not know how the rest of the day will be.
#LVMH
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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These 2 conditions almost always correctly predict the opening sign the day after. i.e. index sufficiently below (above) the Rini absolute min (max) AND index finishing close to intraday min (high).
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #OMXS30 #technicalanalysis
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with 1 model statistically significant at 1% - the other 2 produce a positive opening price but lack statistical significance).
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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Yesterday OMXS30 fell sufficiently below the Rini absolute min and finished close to the intraday min.
Thus, qualifies for a positive opening price (supported by the opening Rini
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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BUT the longer it lasts, the higher the impact on prices initially through energy (inflation), and then potentially recession - again because of the energy shock.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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react more to good news than bad news, i.e. are "thirsty" for a recovery.
Last night Israel stated that the war will not last as long as we think --> + shock.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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of constant shocks you should because you can infer the market's direction from market participants' reaction to every little piece of news.
We can tell you that market participants
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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Difference this year is we are not mentally exhausted because experience kicks in.
In general, you do not have to keep you eyes on the stock market the whole day but during such days
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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Recovery today, e.g. gold spot from ~4500 intraday min yesterday to ~4700 now.
Spot silver from ~65 intraday min yesterday to ~75 now.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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Same bullish-alert signal repeats for LVMH tomorrow.
RSI at ~25.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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Carnage in both precious metals, e.g. gold, silver, and base metals, e.g. copper.
#data #econometrics #economy #finsky #econsky #stocks #investing #trading #gold #silver #OMXS30 #technicalanalysis
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