Category Economics
Trade War #MCGA
The Tarif Deals On July 6, U.S. President Donald Trump’s administration officially instituted 25% duties (average U.S. tariff is under 4%, according to the WTO) on $34 billion worth of Chinese goods. Trump also placed tariffs on over 10,000 products from China, the European Union, Canada, and other locations (applied to under 4% of goods). In response, […]
Correlation Analysis of Cryptocurrencies
Cryptocurrency market behavior is being written and talked about by many. From what I’ve seen thus far, the analyses are mostly speculative with biased suggestions which trends will emerge. What is missing is data and statistics to validate these claims, so I propose a data driven analysis. I do not claim to be a cryptocurrency […]
Internet of Money
“The future is here, but not evenly distributed.” William Gibson Bitcoin and blockchain are somewhat of buzzwords, and have been for the last 5 years. A lot of people hold a little bit of Bitcoin, so everyone has a financial incentive and people get emotional about the evolving structural design of this nascent cryptocurrency. I […]
Global Yield Curves
It’s been over a year since I last plotted the yield curve and a lot has happened since then. I updated the code slightly to convey a clearer visual. As expected, short-term rates have risen, as shown on the chart below. We know that the yield curve is, inherently, a forecast for what the economy holds […]
Simulating the Market
I’ve had a lot of friends and family approach me, asking for investment advice. After learning about, trying to build, and approach markets in systematic trading programs, I realized I didn’t have the type of instantaneous “hot stock tips” I’d feel comfortable giving to a close friend or family member; rather I knew a bit […]
The Alchemy 