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