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
M2 Money Stock y/yJPYSunday April 12, 202603:50pm PSTLow1.6%1.7%
Building Permits m/mCADMonday April 13, 202604:30am PSTLow-0.4%4.8%
Existing Home SalesUSDMonday April 13, 202606:00am PSTLow4.07M4.09M
FOMC Member Miran SpeaksUSDMonday April 13, 202602:20pm PSTLow
Trade BalanceCNYTuesday April 14, 202606:03pm PSTLow780B1503B
USD-Denominated Trade BalanceCNYTuesday April 14, 202606:04pm PSTLow107.5B213.6B
Revised Industrial Production m/mJPYTuesday April 14, 202608:30pm PSTLow-2.1%-2.1%
German WPI m/mEURTuesday April 14, 202610:00pm PSTLow0.4%0.6%
M2 Money Supply y/yCNYTuesday April 14, 202612:03am PSTLow8.9%9.0%
New LoansCNYTuesday April 14, 202612:03am PSTLow3465B900B
NFIB Small Business IndexUSDTuesday April 14, 202602:00am PSTLow98.698.8
ADP Weekly Employment ChangeUSDTuesday April 14, 202604:15am PSTLow26.0K
Core PPI m/mUSDTuesday April 14, 202604:30am PSTHigh0.5%0.5%
PPI m/mUSDTuesday April 14, 202604:30am PSTHigh1.2%0.7%
FOMC Member Goolsbee SpeaksUSDTuesday April 14, 202608:15am PSTLow
FOMC Member Barr SpeaksUSDTuesday April 14, 202608:45am PSTLow
FOMC Member Barkin SpeaksUSDTuesday April 14, 202609:00am PSTLow
FOMC Member Collins SpeaksUSDTuesday April 14, 202609:00am PSTLow
FOMC Member Paulson SpeaksUSDTuesday April 14, 202609:00am PSTLow
API Weekly Statistical BulletinUSDTuesday April 14, 202612:30pm PSTLow
ECB President Lagarde SpeaksEURTuesday April 14, 202601:00pm PSTMedium
Core Machinery Orders m/mJPYTuesday April 14, 202603:50pm PSTLow-0.8%-5.5%
French Final CPI m/mEURWednesday April 15, 202610:45pm PSTLow0.9%0.9%
Industrial Production m/mEURWednesday April 15, 202601:00am PSTLow0.1%-1.5%
German 30-y Bond AuctionEURWednesday April 15, 202601:34am PSTLow3.45|1.7
Manufacturing Sales m/mCADWednesday April 15, 202604:30am PSTLow3.8%-3.0%
Wholesale Sales m/mCADWednesday April 15, 202604:30am PSTLow0.2%-1.0%
Empire State Manufacturing IndexUSDWednesday April 15, 202604:30am PSTMedium0.6-0.2
FOMC Member Barr SpeaksUSDWednesday April 15, 202604:30am PSTLow
Import Prices m/mUSDWednesday April 15, 202604:30am PSTLow0.8%1.3%
NAHB Housing Market IndexUSDWednesday April 15, 202606:00am PSTLow3738
Crude Oil InventoriesUSDWednesday April 15, 202606:30am PSTLow3.1M
FOMC Member Bowman SpeaksUSDWednesday April 15, 202609:45am PSTLow
Beige BookUSDWednesday April 15, 202610:00am PSTLow
ECB President Lagarde SpeaksEURWednesday April 15, 202611:30am PSTMedium
TIC Long-Term PurchasesUSDWednesday April 15, 202612:00pm PSTLow58.6B15.5B
New Home Prices m/mCNYThursday April 16, 202605:30pm PSTLow-0.28%
Fixed Asset Investment ytd/yCNYThursday April 16, 202606:00pm PSTLow2.0%1.8%
GDP q/yCNYThursday April 16, 202606:00pm PSTLow4.8%4.5%
Industrial Production y/yCNYThursday April 16, 202606:00pm PSTLow5.3%6.3%
NBS Press ConferenceCNYThursday April 16, 202606:00pm PSTLow
Retail Sales y/yCNYThursday April 16, 202606:00pm PSTLow2.5%2.8%
Unemployment RateCNYThursday April 16, 202606:00pm PSTLow5.2%5.3%
Final Core CPI y/yEURThursday April 16, 202601:00am PSTLow2.3%2.3%
Final CPI y/yEURThursday April 16, 202601:00am PSTLow2.5%2.5%
ECB Monetary Policy Meeting AccountsEURThursday April 16, 202603:30am PSTLow
Philly Fed Manufacturing IndexUSDThursday April 16, 202604:30am PSTMedium10.518.1
Unemployment ClaimsUSDThursday April 16, 202604:30am PSTMedium215K219K
FOMC Member Williams SpeaksUSDThursday April 16, 202604:35am PSTLow
Capacity Utilization RateUSDThursday April 16, 202605:15am PSTLow76.4%76.3%
Industrial Production m/mUSDThursday April 16, 202605:15am PSTLow0.1%0.2%
Natural Gas StorageUSDThursday April 16, 202606:30am PSTLow50B
FOMC Member Miran SpeaksUSDThursday April 16, 202606:35am PSTLow
German Buba President Nagel SpeaksEURThursday April 16, 202608:45am PSTLow
Current AccountEURFriday April 17, 202612:00am PSTLow27.6B37.9B
Italian Trade BalanceEURFriday April 17, 202612:00am PSTLow3.83B1.09B
Trade BalanceEURFriday April 17, 202601:00am PSTLow11.1B12.1B
Housing StartsCADFriday April 17, 202604:15am PSTLow253K251K
Foreign Securities PurchasesCADFriday April 17, 202604:30am PSTLow46.73B
FOMC Member Daly SpeaksUSDFriday April 17, 202607:30am PSTLow
FOMC Member Barkin SpeaksUSDFriday April 17, 202608:15am PSTLow
FOMC Member Waller SpeaksUSDFriday April 17, 202610:00am PSTMedium