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2d 6m ahead

Switzerland / U.S. Foreign Exchange Rate USDCHF

Predictive Factors

The models identify what we call the causally predictive factors: a small set of assets judged to be the most important driving forces behind your selected item's forecast. These are what we believe are pushing the search target(s).

Comcast Corp.

5-Year Treasury Constant Maturity Rate

20-Year Treasury Constant Maturity Rate

Pinduoduo Inc. American Depositary Shares

Fox Corporation Class B Common Stock

as of

Our Probabilistic Prediction

With the predictive features above, we run many models repeatedly and aggregate them to account for randomness introduced at the training start.

2024-04-19T11:39:02.185744 image/svg+xml Matplotlib v3.7.3,
Goodness of Probabilistic Prediction

When prediction is done well, the realised probability level should not be concentrated particularly around anywhere but uniformly between 0 and 1 (whitepaper). We draw a sample of the realised probability levels and check its empirical probability density. The dotted line for that of the uniform distribution.

Under the hypothesis the realised probability level follow the ideal uniform distribution, a p-value can be calculated for the chance (0 to 1) of obtaining this sample. A smaller p-value for a slimmer chance. Below uses significance level 0.001 as cut-off on the p-value. The user is free to use another e.g. 0.01, 0.05 for the test of goodness.

Switzerland / U.S. Foreign Exchange Rate USDCHF

šŸŸ¢ p-value: 0.512 > 0.001

2024-04-19T11:39:03.707304 image/svg+xml Matplotlib v3.7.3,

Which direction do the bulk of the models think movement will shift towards? With each model casting a vote on the likely change with respect to a value of 0.9125 on the Thu 18 Apr, and following an averaging procedure of the most recent net predictions, expected future positions are

% Up % Down % Un­de­cided
Fri 19 Apr 60% 40% 0%
Mon 22 Apr 60% 40% 0%