2026-07-14 recherches
Model M1: Macro-Surprise Scoring for Major FX Pairs
A sign-aware, half-life-decayed contrarian overlay with walk-forward validation. We build a daily macroeconomic-surprise score for eight currency zones.
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A sign-aware, half-life-decayed contrarian overlay with walk-forward validation. We build a daily macroeconomic-surprise score for eight currency zones.