About

Ahead of the Curve provides analysis and insight into today's global financial markets. The latest news and views from global stock, bond, commodity, and FOREX markets are discussed. Rajveer Rawlin is a PhD and received his MBA in finance from the Cardiff Metropolitan University, Wales, UK. He is an avid market watcher, having followed capital markets in the US and India since 1993. His research interests include capital markets, banking, investment analysis, and portfolio management, and he has over 20 years of experience in the above areas, covering the US and Indian markets. He has several publications in the above areas. He currently teaches business and management students at CHRIST University. The views expressed here are his own and should not be construed as advice to buy or sell securities.

Tuesday, 3 August 2021

Time Series Analysis with GRETL

This video shows key time-series analyses techniques such as ARIMA, Granger Causality, Co-integration, and VECM performed via GRETL. Key diagnostic tests are also covered:

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Economic Calendar

GMT-4		Event	Actual	Consensus
Sunday, Jul 20
18:45	NZ	Consumer Price Index (YoY)	2.7%	2.8%
18:45	NZ	Consumer Price Index (QoQ)	0.5%	0.6%
19:01	UK	Rightmove House Price Index (MoM)	-1.2%
19:01	UK	Rightmove House Price Index (YoY)	0.1%
Monday, Jul 21
08:30	CA	Raw Material Price Index		-0.2%
08:30	CA	Industrial Product Price (MoM)		0.3%
10:30	CA	Bank of Canada Business Outlook Survey
11:30	US	3-Month Bill Auction
11:30	US	6-Month Bill Auction

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My Asset Allocation Strategy (Indian Market)

Cash - 40%
Bonds - 20%
Fixed deposit - 20%
Gold - 5%
Stocks - 10% ( Majority of this in dividend funds)
Other Asset Classes - 5%

My belief is that stocks are relatively overvalued compared to bonds and attractive buying opportunities can come along after 1-2 years. In a deflationary scenario no asset class does well other than U.S bonds, the U.S dollar and the Japanese yen, so better to be safe than sorry with high quality government bonds and fixed deposits. Cash is the king always. Of course this varies with the person's age.