Regime

This document provides information on accessing the market regime data for the Korean stock market, suitable for quantitative analysis.

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

Item List

Hidden Markov Models (HMM)

  • hmm: Standard HMM for KR STOCK

  • hmm_sp500: HMM based on S&P 500 index

  • hmm_wo_us_etf: HMM without US ETFs

  • hmm_wo_krx_etf: HMM without KRX-listed ETFs

OECD Economic Indicators

  • oecd_usa: OECD indicators for the USA

  • oecd_world: Global OECD indicators

  • oecd_china: OECD indicators for China

Market Sentiment

  • k200_ms4: Market sentiment for KOSPI 200

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