The problem: The Fed announces at 2pm ET. Europe and Asia are closed. By the time Tokyo reopens, 18 hours of noise has accumulated.
My fix: use US-traded country ETFs and Bauer & Swanson MPSs.
37 countries, 20 years, 30-minute windows: R² jumped!
Fatih Kansoy
@fatih.ai
1.2K followers 932 following 30 posts
Macroeconomics & Finance at the University of Oxford fatih.ai
