Engineering Alpha

Engineering Alpha

Understanding The Misery Index

Calculating a Known Economic Indicator in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
May 05, 2023
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The Misery Index is an economic calculation used to understand the economic hardship. Like other indices, it is calculated on a rolling basis so as a time series is constructed which allows for interpretation. This article presents the Misery Index and how to calculate it in Python.

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