Financial Market Modeling
Market Cycle Analysis with Python - Software and methods for extracting market cycle signals (Bear and Bull) from market data and for visualization of market cycles.
Market Cycle Prediction Model - Data Analysis - ML model feature dataset engineering including gathering financial data - S&P open and close data, ADX features, volatility, momentum, CPI, Federal Funds Rate, and Bear/Bull market signals.
Market Cycle Trading Model for Risk Aversion - A market cycle MCUPM trading model derived from market cycle analysis. The model provides downside risk protection for long and deep Bear cycles and shows an overall trading gain when backtested to 1960.