And this portion of the reconstruction curve still contains higher frequency data than is present outside of the calibration period. (judithcurry.com)
Designed a GUI with options for varied hedging demands, linked with Bloomberg that loads in high frequency data and outputs the optimal hedging strategy with corresponding hedge ratio that will reduce tracking errors to below 10 bps (jobhero.com)
According to the survey, 66 percent believe the Fed pays too much attention to market reactions and 58 percent said it focuses too much on high frequency data, like the monthly jobs report or latest inflation data. (nbr.com)