With CPI coming out tomorrow and product weights getting an update, thought I’d dig into this and share what I found.

As with any survey-based datasets, there's nuance.

Here’s more than you wanted to know about food cpi. I’ll focus on food at home & food away from home.

https://twitter.com/TheStalwart/status/1491403418673549312

Food at home is mainly comprised of stuff you find at the grocery store – the chart below shows the main sub-components.

During the time of survey, every item in food at home is measured in a specified unit of size (eg. price per pound, gallon, etc.)

3yrs ago, I uploaded econ/finance R coding tutorials but never kept up with it

I recently discovered one reached 5,000 views - surprising to me

Inspired these could help others, I'm giving it another go, will try to upload 1x/month

Here's a new vid!👇

In this tutorial, you'll learn how to:

1. scrape historical #cryptocurrency and #stock price data

2. calculate daily returns

3. identify uncorrelated assets using a hierarchical clustering algorithm

4. backtest an uncorrelated portfolio of stocks against a correlated one