File:Trend scanning spans lede.svg
| Uploaded by | Salmaan Mukhtar |
|---|---|
| Upload date | 2025-08-30T09:07:53Z |
| MIME type | image/svg+xml |
| Dimensions | 864 × 432 px |
| File size | 93.7 KB |
Summary
| Description |
English: Lede figure illustrating trend-scanning labels applied to SPY (S&P 500 ETF) daily closing prices from January 2018 to 2025.
Colored background spans denote adaptively detected segments:
Labels are determined using the trend-scanning method described in Marcos M. López de Prado's book Machine Learning for Asset Managers (2020). Data retrieved from Yahoo Finance via the `yfinance` Python package. Analysis and figure produced in Python (Matplotlib). Author: Own work by Salmaan Mukhtar. Date: 2025. License: Creative Commons Attribution-ShareAlike 4.0 (CC BY-SA 4.0). |
| Date | |
| Source | Own work |
| Author | Salmaan Mukhtar |
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