Augur Labs Inflation Nowcast
Inflation is one of the most important drivers of asset returns. The rapid acceleration in inflation back in 2021 and the recent disinflation have had significant impact on monetary policy and financial markets. Based on a combination of big data and traditional data, Augur Labs provides daily underlying inflation, headline inflation, and core inflation nowcasts for 37 economies.
High Signal-to-Noise Ratio
In addition to headline inflation and core inflation nowcasts, we also
provide an innovative and significantly less noisy underlying
inflation measure. Our underlying inflation nowcast unmasks the true
underlying trends in inflation, allowing investors to look through the
noise.
Big Data In, Big Data Out
Augur’s indicators integrate a massive amount of traditional and
alternative data for a timely view of inflation. The use of
alternative data allows us to quickly pinpoint key turning points in
inflation.
Global Coverage
Augur’s indicators are available for 37 economies, representing 90% of
world GDP and nearly the entire investable universe. We apply the
same, consistent model for all countries over time to facilitate
comparability.
High Frequency
Updated daily, the indicators incorporate the latest data releases in
a timely fashion.
Point-in-Time Estimates
We use real-time unrevised data whenever possible, providing a solid
foundation for strategy backtests.