Posts filed under “Data Analysis”

How frequently should we re-estimate DSGE models?

Category: Data Analysis, Think Tank

More on Temp Help vs NFP

Invictus observes: Regarding temporary help as a leading indicator, try putting the two payroll series (TEMP and PAYEMS) on separate axes; its much more informative and dramatic! As you wish: Source: FRED  

Category: Data Analysis, Employment

Looking Beyond Jobs Numbers Headlines

I keep telling investors to ignore the monthly frenzy surrounding the monthly jobs report (see this, this and this).  It isn’t significant for their holdings, at least not in any actionable way. By the time we know for sure that the economy has accelerated or slowed, stocks will have long since reflected this in earnings and then prices. It…Read More

Category: Data Analysis, Employment

The Odds of Dying in America

Source: The Economist     Previously: You Are Worrying About the Wrong Things (October 22nd, 2014) You Are More Likely to Be Killed By Boring, Mundane Things than Terrorism (May 20th, 2014)

Category: Bad Math, Data Analysis, Digital Media, Mathematics

Drawdowns in S&P 500 Since March 9, 2009

Source: A Dash of Insight

Category: Data Analysis, Investing, Quantitative

The Shrinking American Middle Class

click for interactive infographic Source: The Upshot

Category: Data Analysis, Economy, Taxes and Policy, Wages & Income

The Global Innovation Index

click for interactive inforgraphic Source: Bloomberg

Category: Data Analysis, Economy

Job Recovery All Oil & Fracking ? Hardly

  “All of the job growth from 2007 to today can easily be attributed to the shale oil fracking situation and the oil Renaissance. If you take Texas and North Dakota out of the data series for job employment, what you see is that we haven’t added any jobs in the United States other than…Read More

Category: Bad Math, Data Analysis, Employment, Energy, Really, really bad calls

Bull and Bear Market Durations

Source: Business Insider

Category: Cycles, Data Analysis, Investing

As goes early-January, so goes Nothing

Salil Mehta is a popular statistician and risk strategist, who has developed a unique method to teach quantitative techniques. He blogs at Statistical Ideas. ~~~ We’ve started the year with a sizable downward market pattern, which is making market participants think in ill-advised ways.  Eight of the first eleven trading days (S&P 500) were negative.  If…Read More

Category: Bad Math, Data Analysis, Markets