Forecasting Tech Sector Market Downturns based on Macroeconomic Indicators
“We aim to identify patterns that precede significant, non-transient downturns - defined as declines exceeding 10% from peak values.”
AssetEquities
StrategyMacro signalsmachine learning
GeographyGlobal
InputsPrice and volumemacro
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodMacro signals and regime strategies by year
FamilyMacro signals and regime strategies49Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 953
AssetEquities25
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