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Tunisia’s consumer price index climbed to 5.6 % in September, up from 5.4 % in August, driven primarily by higher food prices. This modest but persistent uptick illustrates how macro‑economic surprises can affect asset returns and offers a concrete backdrop for applying high‑dimensional machine‑learning techniques to trading strategies. The Inflation Signal as a High‑Dimensional Predictor Macroeconomic releases such as inflation are rarely isolated; they are accompanied by dozens of related variables—commodity prices, exchange rates, credit spreads, and sentiment indices. When a trader builds a model that includes all of these covariates, the dimensionality quickly exceeds the number of historical observations....