This site is organized around two ideas:
Forecast Alpha (model − market expectation) and Residual Surprise
(what the model could not explain, revealed ex-post when actual inflation prints).
The model is private; only daily JSON outputs are published.
This is the actionable output: if the model is consistently above/below the market, the “gap” may signal mispricing.
But its usefulness depends on model quality.
Selected horizon
—
Signal summary
Forecast vs Market (all horizons)
H
Model π̂
Market π_mkt
Alpha (π̂−π_mkt)
Regime (filtered)
What’s driving the forecast?
(high-level only)
We publish a short “drivers” summary to make Forecast Alpha interpretable without exposing the underlying code.
Top features
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Top models
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Attribution (waterfall summary)
A simple decomposition of day-to-day changes (not a full explainability dump).