English
Sett deg på ventelisten
Bøkene... men ikke gratis
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatistikkMarkedsstatistikk og edger1,327StrategierBibliotek med testede strategier18ForskningsrapporterStudien bak algoene301DokumentasjonProBuilder-referanse27AlgoutviklingsprogramKurs og leksjoner24Alt dette mater de 24 algoeneSe algoene

Statistikk › Intraday og markedsmikrostruktur › CPI day

CPI day has never been a tradeable event for the S&P 500

Consumer Sentiment
-4.03
CPI
-2.14
PPI
-0.58
Housing Starts
2.46
Personal Income
3.50
Industrial Production
5.23
GDP
7.46
ISM
9.14
Non-farm Payrolls
10.10

Average S&P 500 E-mini return in basis points from the prior 16:00 close to five minutes before the release, September 1994 to May 2018. Only non-farm payrolls, ISM and GDP are statistically significant.

Every retail calendar marks the inflation print in red. Two independent research teams, covering 1994 to 2018 and 1996 to 2023, find CPI and PPI release days statistically indistinguishable from ordinary days, while FOMC and ISM days are strongly positive.

-2.14 bpAverage S&P 500 E-mini return into a CPI print, t = -0.69, 1994 to 2018
+10.10 bpThe same window before non-farm payrolls, t = 3.63
IngenSignificant CPI or PPI results across two teams, two horizons, two calendars
-66 bpS&P 500 move per one standard deviation CPI surprise, 2021 to 2023

Kun for medlemmer

Resten av denne siden er for medlemmer

Below this point there are 5 sections, 1 table and 3 named sources, roughly 550 words of it. Every figure carries the source it came from and the date the data is from.

Du kan fortsette å se på all statistikk i biblioteket gratis. Innledningen og sammendraget er alltid åpne.