Hi Richard. I've only recently stumbled upon your substack and am greatly enjoying it. This particular entry piqued my interest. I was wondering if you've gone into more detail about how you create your
CIX index(or other indexes to forecast growth/inflation/liquidity) in other submissions. Or whether you might make any documentation on the subject matter available to those of us who'd like to audit your course from afar. Thanks for your work and consideration.
Steve - I usually discuss in simple terms how I create the CIX. There is no documentation available on this, as they are simply created in Bloomberg and only for my own use. If there is one you want to know more about, let me know.
I'd appreciate a practitioner's perspective on the subject so whatever insights you're willing to offer for creating indices to forecast growth or inflation would be great. I'm particularly curious as to how you combine the different inputs? Do you calculate a z-score of each component so that they're scaled and easily combined?
Hi Richard. I've only recently stumbled upon your substack and am greatly enjoying it. This particular entry piqued my interest. I was wondering if you've gone into more detail about how you create your
CIX index(or other indexes to forecast growth/inflation/liquidity) in other submissions. Or whether you might make any documentation on the subject matter available to those of us who'd like to audit your course from afar. Thanks for your work and consideration.
Steve - I usually discuss in simple terms how I create the CIX. There is no documentation available on this, as they are simply created in Bloomberg and only for my own use. If there is one you want to know more about, let me know.
I'd appreciate a practitioner's perspective on the subject so whatever insights you're willing to offer for creating indices to forecast growth or inflation would be great. I'm particularly curious as to how you combine the different inputs? Do you calculate a z-score of each component so that they're scaled and easily combined?