Identifying your leading indicators

Identifying your leading indicators

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Identifying your leading indicators is a hard task, especially after shocks in the market, such as COVID. On the one hand, you could go for a simple and pedagogical method such as visually looking at a chart or using correlation. Of course, this will not be as accurate and you might end up with funny-correlations. On the other hand, you could use a statistical model with a proven track record. However, these methods have previously been limited to data science nerds, until recently...


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