PythonQuant
Can We Use Mixture Models to Predict Market Bottoms? (Part 3)
Post Outline * Recap * Webinar Hypothesis * Anaylsis/Conclusions * Jupyter (IPython) Notebook * Github Links and Resources Recap Thus far in the series we've explored the idea of using Gaussian mixture models (GMM) to predict outlier returns. Specifically, we were measuring two things: 1. The accuracy of the strategy implementation in predicting return distributions. 2. The return pattern after an outlier event. During the exploratory phase of this project there were some interestin
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