cleaned_kyo_2023_NAS100USD.csv
In the context of mean reversion related to the z-scores of a spread:

1. Positive Z-Score & Mean Reversion:

- If the z-score of a spread is positive and significantly high, it suggests the spread is larger than usual.

- Mean reversion in this context implies that you expect the spread to decrease back to its average level. This could happen if the first asset starts underperforming or the second asset starts outperforming, bringing their relative performances closer to their historical average.

2. Negative Z-Score & Mean Reversion:

- If the z-score is negative and significantly low, it indicates the spread is smaller than usual.

- Mean reversion here would mean expecting the spread to increase back to its average level. This would occur if the first asset begins to perform better or the second asset performs worse, adjusting their performances back to the typical historical relationship.

In both cases, mean reversion is the expectation that the current extreme (either high or low) spread will return to its historical average level.

TitleCountryDateTimeImpactForecastPrevious
Bank HolidayCNYSunday October 4, 202603:01pm PSTHoliday
Consumer ConfidenceJPYMonday October 5, 202609:00pm PSTLow35.335.5
Spanish Services PMIEURMonday October 5, 202611:15pm PSTLow57.157.8
German Buba President Nagel SpeaksEURMonday October 5, 202611:45pm PSTLow
Italian Services PMIEURMonday October 5, 202611:45pm PSTLow54.655.2
French Final Services PMIEURMonday October 5, 202611:50pm PSTLow51.451.4
German Final Services PMIEURMonday October 5, 202611:55pm PSTLow52.952.9
Final Services PMIEURMonday October 5, 202612:00am PSTLow53.053.0
Sentix Investor ConfidenceEURMonday October 5, 202612:30am PSTLow4.55.1
PPI m/mEURMonday October 5, 202601:00am PSTLow1.9%1.6%
Final Services PMIUSDMonday October 5, 202605:45am PSTLow58.758.7
ISM Services PMIUSDMonday October 5, 202606:00am PSTMedium55.155.4
Bank HolidayCNYMonday October 5, 202603:01pm PSTHoliday
10-y Bond AuctionJPYTuesday October 6, 202607:35pm PSTLow3.00|3.3
German Factory Orders m/mEURTuesday October 6, 202610:00pm PSTLow-0.9%2.5%
BOJ Gov Ueda SpeaksJPYTuesday October 6, 202610:35pm PSTHigh
French Gov Budget BalanceEURTuesday October 6, 202610:45pm PSTLow-145.9B
French Industrial Production m/mEURTuesday October 6, 202610:45pm PSTLow0.2%-0.4%
Retail Sales m/mEURTuesday October 6, 202601:00am PSTLow0.2%-0.6%
ADP Weekly Employment ChangeUSDTuesday October 6, 202604:14am PSTLow20.0K
ADP Weekly Employment ChangeUSDTuesday October 6, 202604:15am PSTLow22.5K
Trade BalanceCADTuesday October 6, 202604:30am PSTLow1.5B0.8B
Trade BalanceUSDTuesday October 6, 202604:30am PSTLow-100.8B-88.6B
Ivey PMICADTuesday October 6, 202606:00am PSTMedium65.264.3
RCM/TIPP Economic OptimismUSDTuesday October 6, 202606:01am PSTLow44.545.6
FOMC Member Bowman SpeaksUSDTuesday October 6, 202606:45am PSTLow
FOMC Member Schmid SpeaksUSDTuesday October 6, 202609:15am PSTLow
API Weekly Statistical BulletinUSDTuesday October 6, 202612:30pm PSTLow
Bank HolidayCNYTuesday October 6, 202603:01pm PSTHoliday
Average Cash Earnings y/yJPYTuesday October 6, 202603:30pm PSTLow3.7%4.7%
Leading IndicatorsJPYWednesday October 7, 202609:00pm PSTLow118.1%117.9%
German Industrial Production m/mEURWednesday October 7, 202610:00pm PSTLow0.5%-1.1%
French Trade BalanceEURWednesday October 7, 202610:45pm PSTLow-6.5B-6.7B
Crude Oil InventoriesUSDWednesday October 7, 202606:30am PSTLow1.9M0.9M
President Trump SpeaksUSDWednesday October 7, 202609:00am PSTMedium
10-y Bond AuctionUSDWednesday October 7, 202609:01am PSTLow4.83|2.7
FOMC Meeting MinutesUSDWednesday October 7, 202610:00am PSTHigh
Consumer Credit m/mUSDWednesday October 7, 202611:00am PSTLow14.5B18.1B
Current AccountJPYWednesday October 7, 202603:50pm PSTLow2.14T2.52T
30-y Bond AuctionJPYThursday October 8, 202607:35pm PSTLow4.08|3.8
Economy Watchers SentimentJPYThursday October 8, 202609:00pm PSTLow46.746.4
German Trade BalanceEURThursday October 8, 202610:00pm PSTLow19.0B21.3B
FOMC Member Waller SpeaksUSDThursday October 8, 202612:30am PSTMedium
Eurogroup MeetingsEURThursday October 8, 202601:15am PSTLow
ECB Monetary Policy Meeting AccountsEURThursday October 8, 202603:30am PSTLow
Unemployment ClaimsUSDThursday October 8, 202604:30am PSTMedium200K197K
Final Wholesale Inventories m/mUSDThursday October 8, 202606:00am PSTLow0.7%0.7%
Natural Gas StorageUSDThursday October 8, 202606:30am PSTLow79B64B
30-y Bond AuctionUSDThursday October 8, 202609:01am PSTLow5.31|2.6
FOMC Member Musalem SpeaksUSDThursday October 8, 202609:40am PSTLow
Household Spending y/yJPYThursday October 8, 202603:30pm PSTLow-3.5%-3.6%
Prelim Machine Tool Orders y/yJPYFriday October 9, 202610:00pm PSTLow64.7%
Italian Industrial Production m/mEURFriday October 9, 202612:00am PSTLow0.0%0.7%
ECOFIN MeetingsEURFriday October 9, 202601:15am PSTLow
Employment ChangeCADFriday October 9, 202604:30am PSTHigh6.1K-41.7K
Unemployment RateCADFriday October 9, 202604:30am PSTHigh6.5%6.4%
Prelim UoM Consumer SentimentUSDFriday October 9, 202606:00am PSTMedium47.547.8
Prelim UoM Inflation ExpectationsUSDFriday October 9, 202606:00am PSTMedium4.6%
FOMC Member Collins SpeaksUSDFriday October 9, 202612:00pm PSTLow