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It is true that valuations are much more attractive but the news flow in the short term is going to be problematic. I’m not sure that this is necessarily a conclusion that is robust enough to lead to a huge allocation of capital towards risk right now. The market message is inflation recedes, growth is not damaged too much, and the bull market can resume over the next two years. Multiply that by the 2024 consensus earnings per share and you get an index level for the S&P500 of over 5,000. Add on an “equity risk premium” of 3.5% (which has been the average difference between the 10-year Treasury yield and the earnings yield on the S&P500) and we get an implied price earnings ratio of 18.9x. If we take, for example, US 10-year bonds 2-years forward we currently get a forward yield of 1.80%. It also means there is not a lot of value in long-term bond yields with the curve being so flat and central banks still having the capacity to surprise with more rate hikes than currently priced in. Again, a fair bit of tightening is priced in up-front, but the yield curve suggests that inflation will come down or that growth will slow or that central banks won’t be aggressively reducing their balance sheets and selling lots of bonds back to the market. Curves are flat and forward markets suggest a very modest peak in bond yields in this cycle. I’m slightly obsessed with the yield curve and have written about the shape of the curve and what is implied in forward pricing in the bond market on a number of occasions recently. But what does the market know? Monetary policy decisions will be data and news dependent and there is an almighty geo-political event unfolding in Ukraine that continues to have the potential to dictate the market narrative and, indeed, the economic profile for 20 across major economies. Hence market pricing at the moment is for another six or seven 25bps hikes from the Fed this year and just under five additional 25bps hikes from the Bank. The subsequent market chatter was that the Fed’s message was more hawkish, and the BoE’s was more dovish.

They raised policy interest rates by 25 basis points (bps). The US Federal Reserve (Fed) and the Bank of England (BoE) did what everyone expected this week. Thankfully spring is on its way so we can all at least go out and enjoy the daffodils. A quiet period of calm doesn’t seem to be anywhere on the horizon with the coming weeks likely to see even worse news on inflation and who knows what from Ukraine. That glorious period between the end of COVID and the outbreak of war was painfully short (or non-existent, depending on your viewpoint). The news flow is unpredictable, and the macro outlook has deteriorated. Volatility is high and liquidity is poor. SPOT configuration is internally translated to InPUT, and can from now on be treated the InPUT way (spotSpace.xml, spot.xml).Markets are exhausting at the moment.

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It can be customized by the user to store the wrapped R workspaces, containing all the data and history from the investigation, allowing for the external access from within R, providing full fledged statistical analysis of experiments executed in Java. InPUT extends the SPOT framework by wrapping an R runtime using JRI.

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loads of examples, including a tutorial video that shows live how to externalize parameters using InPUT.

The 'fixed value' concept that simplifies default parameter settings.

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sequential parameter tuning support directly in Java code using the InPUT 'IExperiment' concept.simple integration (import/export) of Sequential Parameter Optimization tool (SPOT) design and result descriptors.simple export to flat Java Properties file ( see se.PropertiesExporter.java).restructured and substantially extended JUnit tests (all green now after some bug fixes).

v0.3 extends InPUT by a tuning extension, and comes with the following features:

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InPUT4j has received a major feature update (v0.2), and v0.3 is already in the pipe. Felix InPUT4j v0.3: Parameter Tuning Extensions ()

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