Category: research blog

  • Friday anomaly

    Friday anomaly

    If we, humans, are so time-bound, then you would think that by every new time period like hour, day or month, something different would start to happen. In this article we will be digging into the opposite. The end period! You would expect that we as a whole, won’t start new things on 14:50 (better…

  • Ranging Mondays

    Ranging Mondays

    I want to start working out. Will do it from Monday! A meeting with some sales guy? Man, push it to the next week, I’m done with this one. It seems obvious, that humans tend to plan and do things according to time. Since the old times, we would go to sleep when the sun…

  • Market Stress Indicator Classified into States w/ Hidden Markov Model

    Market Stress Indicator Classified into States w/ Hidden Markov Model

    Abstract: This article delves into the advanced classification capabilities of the Hidden Markov Model (HMM) to discern distinct states of the market stress indicator, inspired by the ‘QF-Lib’ approach. We will harness Python libraries—fredapi and yfinance—to facilitate data acquisition and numpy; hmmlearn for computation. In the K-Means classification article (K-Means Algorithm to Detect the Current…