Lasse Simonsen

PhD in Economics. Pofessional data scientist and system builder.

[Ralph Sueppel @macro_synergy]

Jobs growth as trading signal:
Employment growth-based trading signals would have added significant value to directional equity and FX trading strategies since 2000.
https://t.co/A169yKclNo 🇺🇦

[Ralph Sueppel @macro_synergy]

The power of macro trends in rates markets:
Broad macroeconomic trends based on inflation and economic growth drive monetary policy. In the past, simple point-in-time macro trends have predicted fixed income returns with great accuracy. https://t.co/keD6YTofpZ 🇺🇦

[Ralph Sueppel @macro_synergy]

Ten things investors should know about nowcasting

Investors benefit from understanding nowcasting models because they can do a lot more than just nowcasting.
https://t.co/4dp8CTsv31

[Ralph Sueppel @macro_synergy]

Macro trends for trading models:
Standard econometric models are built with hindsight and cannot replicate perceived economic trends of the past. Machine learning can remedy this. A practical approach is "two-stage supervised learning". https://t.co/M31QqfP06U

[Ralph Sueppel @macro_synergy]

Macro information waste and the quantamental solution: Financial markets are not macro information efficient, due to research costs, trading restrictions, and external effects. A practical remedy is the construction of quantamental indicators. https://t.co/CPM8EcfSxK

[Lasse Simonsen @delaporte85]

It takes true courage to put yourself forward in such a way. Mental health is not spoken about enough, so do watch.

[Andrew Flintoff @flintoff11]

Please have a watch and RT 🙏🏻 https://t.co/NpyTs6mRtL

[Lasse Simonsen @delaporte85]

(2/2) and the picture for London

[Lasse Simonsen @delaporte85]

(1/2) Todays numbers from the @ONS of weekly deaths from all causes in England and Wales has come down (relative to previous weeks) and is now closer to the normal range over the last decade. However, the year-to-date number is a grim reminder of the last two months.

[Lasse Simonsen @delaporte85]

(2/2) Just as a reminder, this is hospital deaths in England of people who has tested positive for Covid-19.

[Lasse Simonsen @delaporte85]

(1/2) I have been trying to visualise the difference between the date of death and date of registration for the @NHSEnglandStats data. Here are four different attempts.

[Lasse Simonsen @delaporte85]

(12/12) Yorkshire and the Humber

[Lasse Simonsen @delaporte85]

(1/12) Today's death from all causes numbers from the @ONS are finally dropping - although still high by the last 10 years of data.

[Lasse Simonsen @delaporte85]

(11/12) West Midlands