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Continue reading →: Understanding the Link Between Uncertainty and Imports by glmnetAccording to the graph below, suggested by Fernando Leibovici, the increase in uncertainty that began in late 2024 aligns with a rise in imports, indicating that US importers accelerated their purchases as a precaution against expected tariff increases or supply chain disruptions. When we model the variables with the glmnet engine, we can see that this impact…
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Continue reading →: Correlation Analysis of Silver, Bitcoin, SOXX, and Blockchain Index with {corrr} packageSilver, Nasdaq Blockchain Economy Index, Bitcoin, and iShares Semiconductor ETF are always thought of as correlated with each other by investors. We will test this perception with the corrr package. The common perception appears to be correct based on the correlation analysis, specifically between the Nasdaq Blockchain Economy index and…
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Continue reading →: Impact of Budget Deficits on Treasury Yields with XGBoostCharles Schwab analysts said that historically, budget deficits have had minimal impact on Treasury yields, primarily due to the United States’ economic dominance and its status as the issuer of the world’s reserve currency. The variable importance analysis with the XGBoost machine learning model confirms the aforementioned statement. Source code:
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Continue reading →: Forecasting MSCI Europe Index Post-Trump Tariff AnnouncementEuropean stocks rise sharply after Trump postpones the 50% tariff on the EU. According to the ML model, this may boost prices to the $18,000 band for the MSCI Europe Index.

