Predict Non-Farm Payrolls

  • A “nonfarm payrolls surprise” is when official US monthly nonfarm payrolls data diverge from the consensus prediction of Wall Street economists.
  • Using RIWI sentiment data,'s surprise predictions outperformed all other benchmarks
  • Average predictive accuracy for the sign of nonfarm payrolls surprises was 63%.
  • Financial markets react to surprises and gives traders who have an information advantage.