Post Outline
- Motivating the Journey
- Where Do Edges Come From?
- The Problem with Traditional Research
- The Other Side
- A Brief Description:
- Part 1 - A Visual Introduction to Hidden Markov Models with Python
- Part 2 - Exploring Mixture Models with Python
- Part 3 - Predicting Market Bottoms with Python
Read More
Post Outline
- Strategy Summary
- References
- 4-Week Holding Period Strategy Update
- 1-Week Holding Period Strategy Updated (Target Leverage=2)
Read More
POST OUTLINE
- Part-1 Recap
- Part-1 Error Corrections
- Part-2 Implementation Details, Deviations, Goals
- Prepare Data
- Setup PYMC3 Generalized Linear Models (GLM)
- Evaluate and Interprate Models
- Conclusions
- References
Read More
Post Outline
- Strategy Summary
- References
- 4-Week Holding Period Strategy Update
- 1-Week Holding Period Strategy Updated (Target Leverage=2)
Read More
POST OUTLINE
- Introduction
- Get Data
- Calculate Cross-Sectional Extreme Liquidity Risk
- Quick and Dirty Observations
- Next Steps
- References
Read More
