Author
x-forecast Research is maintained by an independent researcher. Academic background: PhD in industrial economics; postdoctoral research on cross-asset linkages and macro-financial drivers. Core contributor on an award-winning research project under the National Association of Financial Market Institutional Investors (NAFMII, 2022). Kaggle algorithm-competition bronze medallist (Feb 2026).
Toolkit: ARIMAX / Transformer / TabPFN / DCC-MIDAS / TVP-VAR. Python / Stata / Matlab.
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: (repo in commit footer)
- 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, and price data live in a public GitHub repo — reproducible and auditable. Academic collaboration, interview questions, framework discussions are welcome.