Turnleaf Analytics

Turnleaf Analytics uses ML, alt data and new technologies to create economic forecasts & analyse markets. Stay tuned for more about our exciting new venture!

"FILS Europe 2024 Takeaways" I wrote about my takeaways from the fixed income conference this week turnleafanalytics.com/fils-europe-20…

"Don't look back in hangar steak" how different folks can come to different conclusions about the same dataset turnleafanalytics.com/dont-look-back…

"The Olympic spirit of forecasting" turnleafanalytics.com/the-olympic-sp… - how the margins of winning vary

"Eleven years of independence" what I've learnt from this journey of entrepreneurship over the past few years turnleafanalytics.com/eleven-years-o…

"The human part of machine learning forecasts" I wrote about how having a smart team of data scientists who understand your particular problem (in our case forecasting inflation) is key.. you can't just solve it with a horse race of hundreds of models! turnleafanalytics.com/the-human-part…

"Takeaways from the Eagle Alpha London 2024 conference" some of the things I learnt at the recent @DollarEagle event turnleafanalytics.com/takeaways-from…

“Takeaways from Berkshire Hathaway 2024” #BRK2024 a summary of the day of discussions with Warren Buffett and the team turnleafanalytics.com/takeaways-from…

@turnleafan is now available on Macrobond ONE. Macrobond ONE is our new marketplace offering direct access to alternative data sources to enrich your analysis. Click here to learn more: macrobond.com/solutions/macr…

We published a paper “EM-bracing inflation” showing how great historically profitable trading rules for EMFX using @turnleafan inflation forecasts. If you’re an institutional investor, get the paper free at turnleafanalytics.com/em-bracing-inf…

"Using experience in financial research" I wrote about how using experience can help you understand what to research in markets turnleafanalytics.com/using-experien…

@turnleafan is now available on Macrobond ONE. Macrobond ONE is our new marketplace offering direct access to alternative data sources to enrich your analysis. Click here to learn more: macrobond.com/solutions/macr…

Luis Cota wrote a paper looking at how @turnleafan inflation & ISM forecast data can be used to create systematic ML trading rules for ETFs. Get the paper at turnleafanalytics.com/systematic-tra…

"We still need to learn to code" even with LLMs.. turnleafanalytics.com/we-still-need-…

“Takeaways from TradeTech FX USA” a few thoughts from the recent conference turnleafanalytics.com/takeaways-from…

"Different ways to assess forecasts" I talk about different metrics for evaluating economic forecasts turnleafanalytics.com/different-ways…

“How can we improve inflation forecasts” summarising what went wrong for central banks & making some points on how better data & models can help turnleafanalytics.com/how-can-we-imp…

"Hundreds of quant papers from #QuantLinkADay in 2023" collecting together all the quant links tweeted by @saeedamenfx over the year turnleafanalytics.com/hundreds-of-qu…

“The loco-modities” how to use economic forecasts to generate systematic trading rules for commodities Get the paper at turnleafanalytics.com/the-loco-modit…

“What can Warren Buffett and Charlie Munger teach quants” a few thoughts on how the Berkshire Hathaway approach can indeed teach quants a few points turnleafanalytics.com/what-can-warre…

we published a note showing how @turnleafan inflation forecast data can be used to trade bond futures systematically. Historically, this strategy outperforms trend following. If you'd like to know more about our forecasts drop us a message.