This is a summary of links featured on Quantocracy on Tuesday, 11/27/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
- Create own Recession Indicator using Mixture Models [Eran Raviv]Broadly speaking, we can classify financial markets conditions into two categories: Bull and Bear. The first is a todo bien market, tranquil and generally upward sloping. The second describes a market with a downturn trend, usually more volatile. It is thought that those bullbear terms originate from the way those animals supposedly attack. Bull thrusts its horns up while a bear swipe its