Recession Risk Index

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Re: Recession Risk Index

Postby Apprentice » Thu Oct 24, 2013 6:07 am

You're right.
It is not perfect fit!
As it will not use the GDP data, rather, as a source it will use yields on government bonds.
It will be the economic climate indicator, rather then state of the economy.
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Re: Recession Risk Index

Postby mjf1288 » Sun Oct 27, 2013 9:35 am

What calculations go into this index? Its hard to understand it without knowing what economic indicators are being used in the calculation. Thanks
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Re: Recession Risk Index

Postby Apprentice » Sun Oct 27, 2013 12:46 pm

as a source it will use yields on government bonds
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Re: Recession Risk Index

Postby mjf1288 » Sun Oct 27, 2013 2:09 pm

Apprentice wrote:
as a source it will use yields on government bonds



What duration? it looks like 2s5s10s, but I'm not sure.
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Re: Recession Risk Index

Postby toinou21 » Wed May 14, 2014 10:48 pm

Good morning Apprentice,
I just discovered your indicator, you caught my interest. Do you think you could add an email alert and a sound alert when the indicator reach overbought and oversold area ?
Thanks in advance.
Best.
Toinou
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Re: Recession Risk Index

Postby Apprentice » Thu May 15, 2014 3:10 am

Of course it is possible.
I'm not sure whether this is necessary.
As this alerts are only given several times a year, at most.
If you're going to insist I can do this for you.
It makes sense for Cycle Interpreter.
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Re: Recession Risk Index

Postby Coondawg71 » Thu May 15, 2014 4:24 am

Apprentice,

Have you considered applying this to the Japanese Bonds or U.K. Gilts ???? It would certainly be interested to compare them against each other !!!

Thanks,

sjc
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Re: Recession Risk Index

Postby Apprentice » Thu May 15, 2014 5:49 am

I use Yahoo finance "TYX", "TNX","FVX","IRX","IRX","IRX" as date source.
If appropriate counterpart is available (on Yahoo) for these economies,
It can be done, sure.
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Re: Recession Risk Index

Postby Apprentice » Thu May 15, 2014 6:45 am

Indicator is now updated.
It will allow the selection of the Data source.
I have add Cycle Interpreter with Alert as well
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Re: Recession Risk Index

Postby toinou21 » Fri May 16, 2014 12:36 am

Apprentice wrote:Indicator is now updated.
It will allow the selection of the Data source.
I have add Cycle Interpreter with Alert as well



Thank you so much Apprentice :D
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