Saeed Amen

Decomposing, Forecasting & Trading Inflation — Using machine learning & alt data

In this talk we discuss the various components of inflation and how it is measured, including which components tend to drive inflation most. We discuss various approaches for forecasting inflation, focusing on a machine learning based approach with large amounts of data, and the types of data that can be relevant for forecasting. We close with systematic trading strategies that can be used to trade inflation forecasts across several macro asset classes.

Inflation Forecasting using Machine Learning

Panel Discussion / Q&A