Pilot Macro Advisors

Macro Advisory With Deep Learning

Pilot Macro Advisors

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  • is japanification good or bad?

    Is Japanification good or bad? by Peter Chatwell China’s 30y yield is below 30y JGB; cue many statements about how awful this is.Read on Substack

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  • Miura analysing FTSE constituents

    The FTSE factor with the largest residual is Momentum. To find the best stock to buy or sell to position for a correction of that factor, I will use the sorted residuals from the getEquityIndexMembersSortedResiduals action. Based on the sorted residuals, I recommend selling AutoTrader Group plc (AUTO.L) as it has a positive residual, indicating […]

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  • miura on factor investing in the ftse100

    User: Retrieve the ftse equity index factors, store the results in a variable named ftse_factors. Then perform a PCA on these ftse_factors. Tell me what the results mean. Miura: To retrieve the FTSE equity index factors, I will use the getEquityIndexFactors action with the index set to “ftse” and the factors set to [“Value”, “Quality”, […]

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