Hey everyone, another #IdeaStreams episode is out and this time we're looking at what's been causing the recent rush to gold.

You can find the video here!

Using a research notebook and FRED data we compare and analyse the relationship between gold prices, bond yields and expected inflation. Then we seamlessly copy and paste the code over to create a strategy and run a backtest.

You can find the code and backtest with the rolling regression below.

Happy coding!

Ollie

Author