
Economic Analysis

Macro3M
Economic indicators are statistics about economic activity. The dataset analyzed by Macro3M contains 14 U.S. economic indicators from 1967 to 2023, 4 of which are highly correlated with the U.S. market. The 4 indicators are M2 Money Supply, Producer Price Index, Industrial Production Index and Nonfarm Payrolls. These indicators help analyze the overall performance of the economy.
Macro3M uses three deep learning models (MLP, RNN, and LSTM) to analyze the impact of US economic indicators on the market, find patterns and build generalization models. You can input 4 indicator data to predict the market performance for the next month. In the long run, the market always fluctuates around the economy and tends to the same direction.