The prediction model for SP500/Currency/T-Bill(Rates)/Cryptos has been updated. (Asof: Sep 9 2022 to Sep 16 2022)

Updated RMSE for SP500 prediction for each historical input (in month)

Announcement for crypto enhancement (50 cryptos -> 150 cryptos)

I added another 100 crypto prediction targets to Tripole.app

Please check https://www.tripole.app/

Announcement for GUI update

Now, Tripole.app introduced Vuetify library as below.

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So, as I described in the previous article, we find Fedfund rates are an effective measure to enhance prediction accuracy for T-Bill rates.

Is there anything else to improve the predictions?

First, US CPI rates as an input (shifting 2 months — since CPI in July is not available in July).

Then, I added Real M2 Money Stock(also shifting 2 months)

Here are the outcomes. Interestingly, Fedfund+CPI improves performance slightly, but Fedfund+Real M2 generates the best outcome than Fedfund+CPI+Real M2.

Average RMSE outcomes (using 12/24/36months historical record to train)

Now, tripole.app was updated. Using Fedfund rates and Real M2 to predict T-Bills.

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