This is a summary of links featured on Quantocracy on Sunday, 05/01/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Economic growth and FX forward returns [SR SV]Economic growth differentials are plausible predictors of foreign exchange return trends because they are related to differences in monetary policy and return on investment. Suitable metrics for testing growth differentials as trading signals must replicate historic information states. Two types of such metrics based on higher-frequency activity data are [i] technical GDP growth trends, based on
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Video: Economic Data Analysis with Python Pandas (h/t @PyQuantNews) [Medallion Data Science]In this video kaggle grandmaster Rob Mulla takes you through an economic data analysis project with python pandas. We walk through the process of pulling down the data for different economic indicators, cleaning and joining the data. Using the Fred api you can pull up to date data and compare, analyze and explore.