Kevin Patrick Lim - Budgie Bytes & Bucks (Page 2)

Budgie Bytes & Bucks

Kevin Patrick Lim

I write on time series, forecasting, and data-driven finance at yellowplannet.com. With a Master’s in Information Systems, CFA Level II, and TensorFlow certification, I connect markets, data, and machine learning. Contact: info@yellowplannet.com.

Wilshire 5000 Companies Net Income

Wilshire 5000 Companies Net Income

In The Little Book of Common Sense Investing, John Bogle posits that the overall return on stocks is intrinsically linked to the revenue generated by the underlying companies. This notion aligns with the fundamental principle that owning a stock signifies a partial ownership stake in a business. Nevertheless, market pricing

German 10 Year Bund Yield – Constant Maturity

This analysis presents a time series of the German 10-Year Nominal Government Bond Yield, standardized to a constant maturity of 10 years. The objective is to estimate the market yield of a 10-year German Bund using observed bond pricing data and a transparent interpolation technique. Objective The objective is to

German 10 Year Real Yield (Inflation-Linked Bund, Constant Maturity)

This analysis generates a time series for the German 10-Year Real Yield, which represents the market-based return on German inflation-linked government bonds (Bunds) over a fixed 10-year period. The goal is to approximate the real yield curve by normalizing inflation-linked bond yields to a consistent maturity point using publicly accessible

German 10 Year Breakeven Inflation

This analysis presents a derived time series for the German 10-year breakeven inflation rate, calculated by approximating the market’s implied inflation expectations using publicly available bond pricing and macroeconomic data. Objective The goal is to estimate the breakeven inflation rate by taking the difference between: • The nominal yield of

Interest Rate Differential EUR USD: A Key Driver of EUR/USD Trends

Interest Rate Differential EUR USD: A Key Driver of EUR/USD Trends

The EUR/USD currency pair is the most actively traded in the global foreign exchange (FX) market. Here’s an overview of its market size and trading volume. In April 2022, the average daily trading volume in the global spot FX market reached $2.11 trillion. Reflecting the US dollar’

Loss Function for Time Series Prediction

Data Techniques

Loss Function for Time Series Prediction

Loss functions play a crucial role in determining the performance of time series regression models in real-world scenarios. In any machine learning task, there’s always a trade-off between over- and under-prediction. The choice of loss function determines whether the model will symmetrically or asymmetrically penalize it for either under-

Interest Rate Sensitive Stocks

Interest Rate Sensitive Stocks

Interest rates are a fundamental driver of economic activity, influencing everything from consumer spending to corporate investment. In the stock market, changes in interest rates can ripple through various sectors, altering profit margins, affecting debt costs, and shaping investor sentiment. While the effects of these changes are not always immediate

Time Series Data Labeling

Data Techniques

Time Series Data Labeling

There are several types of machine learning, and one of the most commonly used today is supervised learning. In this category, machine learning models are trained using labeled datasets. The objective of the model is to learn to map the input data to the corresponding labels. Price series are sequences

Fractional Difference Time Series

Data Techniques

Fractional Difference Time Series

Price information is a very common metric that investors use to make financial decisions. This is no wonder as price information signals to the investing world how buyers and sellers are reacting to certain information about an asset class. A whole host of techniques, more commonly known as technical analysis,