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April 04, 2017

Can We Use Mixture Models to Predict Market Bottoms? (Part 2)

April 04, 2017/ Brian Christopher
Can We Use Mixture Models to Predict Market Bottoms? (Part 2)

Post Outline

  • Recap
  • Model Update
  • Model Testing
  • Model Results
  • Conclusions
  • Code
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April 04, 2017/ Brian Christopher/ 4 Comments
Python, Research, Quant
ETF, Mixture Models, Gaussian Mixture Models, Gaussian, algorithmic trading, SPY, TLT, DIA, QQQ, ACWI, EEM
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