Financial markets can be defined by cycles of transitions between risk-on and risk-off periods. The former are characterised by diversification of portfolios and increased investor risk appetite, the latter by mass purchasing of “safe-haven” assets such as US dollars and gold. But in order to understand returns these risk-off episodes, one must be able to unpick their true causal drivers from other confounders.
In this webinar, Vladimir Visipkov of CLS Group and Michael Russell from causaLens discuss how CLS Group used the causaLens platform to discover value in their data by uncovering the causal drivers of US Dollar price changes during these risk-off periods.
Further details can be found in this whitepaper.