Tightening Liquidity: Kryptonite For All Assets
Loved the market implied regime over time chart. Would be awesome to see this overplayed with s&p 500 over last 30-40 years. Love your work. Thanks!
is there any sort of high level explanation around what the regime detection model is? Is is a supervised type of machine learning algorithm with macro data?
Loved the market implied regime over time chart. Would be awesome to see this overplayed with s&p 500 over last 30-40 years. Love your work. Thanks!
is there any sort of high level explanation around what the regime detection model is? Is is a supervised type of machine learning algorithm with macro data?