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Time series analysis of fundamentals and macros

  • #1
  • First Post: Oct 23, 2023 5:36am Oct 23, 2023 5:36am
For those that focus on fundamentals and macroeconomics. What is the most effective way you have found to analyze price behavior based on news releases, macro data points, and macro sentiment?

Other than short-term moves based on data releases, is there an effective way to backtest fundamentals and macros?
  • #2
  • Oct 23, 2023 9:59am Oct 23, 2023 9:59am
Quoting NwBoyy
For those that focus on fundamentals and macroeconomics. What is the most effective way you have found to analyze price behavior based on news releases, macro data points, and macro sentiment? Other than short-term moves based on data releases, is there an effective way to backtest fundamentals and macros?
Look at a move on any given pair and look at the general time period of that move (lets say may 2021). Go on forexlive.com and scroll to page #2. Then change that number to something like 676. Play with the page number until you get to may 2021 on forexlive. Look for news around that time period where you had a big move driven by fundamentals (if this is your premise).
  • #3
  • Last Post: Oct 23, 2023 10:53pm Oct 23, 2023 10:53pm
Quoting NwBoyy
For those that focus on fundamentals and macroeconomics. What is the most effective way you have found to analyze price behavior based on news releases, macro data points, and macro sentiment? Other than short-term moves based on data releases, is there an effective way to backtest fundamentals and macros?
Daily market news plays a vital role here and apart from that I consider global market situation too.
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