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.
1 publication associée.
A sign-aware, half-life-decayed contrarian overlay with walk-forward validation. We build a daily macroeconomic-surprise score for eight currency zones.