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Introduction To Unigestion’s Nowcaster Indicators

This note is a brief guide to the construction of the set of “Nowcaster” indicators used at Unigestion. It reviews the value of using these proprietary Nowcasters, the methodological choices that were made to create them and, finally, provides measures to quantify their accuracy while reviewing the messages they have delivered since we started using them as a part of our macro/sentiment/valuation framework.

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