Author
x-forecast Research is maintained by an independent researcher. Academic background: PhD in economics, with long-standing research in cross-asset allocation and macro-financial analysis; contributor to an award-winning industry research project and to algorithm competitions.
Research interests: cross-asset allocation frameworks, systematic validation of macro forecasts, backtesting discipline and reproducibility.
What this site is for
x-forecast is not built to make money (there is no real capital) and is not an advisory product (no subscriptions). It is a paper portfolio that reflects the author’s macro views, published openly with daily NAV and monthly attribution so the research method can be audited end-to-end.
Relation to other sites
- economic-forecasting.com — automated forecasting for 7 US macro indicators (ARIMAX / Transformer / TabPFN)
- macro-forecast.com — macro forecasts + monthly allocation views (bilingual)
- x-forecast.com (this site) — actually allocating against those views, then closing the performance loop
Contact
- Email: contact@x-forecast.com
- GitHub: (access available on request)
- Research collaboration / framework discussion: see email above
Disclaimer
All content on this site is the author’s personal research log and is not investment advice.
The paper portfolio involves no real capital. NAV calculations exclude commissions, slippage and taxes, and therefore deviate systematically from realisable returns. Past performance does not guarantee future results. The author accepts no responsibility for investment decisions made based on this site.
Open
All allocation decisions, rebalance records, price data, and code are version-controlled with a full audit trail. The repository is private during the author’s job search and can be made available to reviewers on request. Academic collaboration, interview questions, and framework discussions are welcome.