CPI-Gold Tail volatility forecasting model predicts tail volatility risk (≥350 pips) and asymmetric directional skew in XAU/USD from US CPI macro surprise deviations.
Read the original at github.com→★ 4 stars
Original headline: "pranataa-labs/CPI-Gold-Tail-Volatility-Forecasting: Institutional Quantitative Framework Predicting Tail Volatility Risk (>=350 Pips) And Asymmetric Directional Skew In Gold (XAU/USD) From US CPI Macro Surprise Deviations."