There has never been an era in which quantifying risk and reward in liquid asset investing was more important. How about automating much of your risk/reward calculation, while using the most precise methods possible? How about an auto-backtesting feature that allows you to instantly see the prior prediction fit to data for individual stocks, so you know how much confidence to put in your stress-test scenarios?
View the real time market forecast for US GDP growth at a glance. What change in growth is the market signaling? Will policymakers do enough to offset problems? Update your economic forecasts.
Construct or link stock portfolios and run scenarios revealing expected changes in stock prices in response to changes in GDP growth expectations and major stock indexes. What happens to the portfolio if there's a 2% recession? How about if growth suprises by 0.5 % on the upside?
Stock Stress-Tester Demo Video
Apple stock stress-test model fit-to-data example, during Covid_19 crisis.
1/3
Send me a message, and I will get back to you soon to schedule a consultation.
I began my journey toward better understanding macroeonomics, and particularly its relationship to liquid asset prices, in 2007, as the Great Recession and financial crisis took hold. I did not see such a crisis coming, so I wanted to be in a position to better prepare for such crises in the future.
I'm happy to say that I have discovered a way to precisely predict changes in broad stock indexes, given specific changes in GDP growth expecations. The approach does not rely on statistics, but instead is deterministic. Then, statistical methods are applied to predict changes in individual stock prices, based on predicted changes in the broad stock index.
The same model, used in reverse, allows the mean expected NGDP growth path to be imputed in forward-looking market data. Hence, offered here is the first streaming, market-based NGDP forecast tool of which I'm aware.
Copyright © 2022 Exact Macro - All Rights Reserved.
We use cookies to analyze website traffic and optimize your website experience. By accepting our use of cookies, your data will be aggregated with all other user data.