Список проголосовавших за комментарий "Красная линия на первом графике — это Citigroup Economic Surprise Index (CESIUSD). <br/> <br/> Вот из блума: The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises (actual releases vs Bloomberg survey median). A positive reading of the Economic Surprise Index suggests that economic releases have on balance beating consensus. The indices are calculated daily in a rolling three-month window. The weights of economic indicators are derived from relative high-frequency spot FX impacts of 1 standard deviaion data surprises. The indices also employ a time decay function to replicate the limited memory of markets."