Research Article

Risk Adapting Stock Trading System Associated Technical with Macroeconomic Indicators

Table 1

Macroeconomic data used in the data set.

TermExplanation

FED funds rateDaily federal funds rate
SPYDaily close of standard and poor index fund
Inflation rateDaily 10-year breakeven inflation rate
Interest rateDaily 10-year treasury note yields
Unemployment rateMonthly unemployment rate
ForexDaily close value of EUR/USD currency pair