marketregime

Summary

This document provides an overview of market regime data items available for the Korean stock market, including economic cycle indicators and analyses based on Hidden Markov Models (HMM).

Example code

from finter.data import ContentFactory
cf = ContentFactory("kr_stock", 20200101, 20200201)
df = cf.get_df("hmm")

Metadata

Valid From	Delivery Schedule	Time Zone	Data Frequency
	5 17 * * 1-5
	0 21 * * 1-5
	30 10 * * *
	30 2 * * 2-6
	30 21 * * 0-4		Monthly
	30 10 * * *

Item List

OECD Economic Cycle Indicators

• oecd_world: OECD Global Economic Cycle Indicators

• oecd_china: OECD China Economic Cycle Indicators

• oecd_usa: OECD U.S. Economic Cycle Indicators

HMM-Based Market Regime Analysis

• hmm: Analysis of the market system based on HMM (Hidden Markov Model) in the Korean stock market

• hmm_wo_krx_etf: Analysis of market system based on HMM excluding Korean ETFs

• hmm_wo_us_etf: Analysis of market system based on HMM excluding US ETFs

• hmm_sp500: HMM-based market regime analysis of the S&P 500 index

• hmm_wo_krx_etf (Monthly): Analysis of HMM-based market system excluding Korean ETFs (Monthly)

KOSPI 200 Market Status

• k200_ms4: Analysis of the 4-stage market status of the KOSPI 200 index