Research method
Fundamental overlay
Fundamental overlay is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Market-regime classification
- Input
- Cross-market prices, volatility, carry and portfolio weights
- Horizon
- Weeks to months
- Best use
- Put a single trade into a diversified or regime-aware context.
- Input: Cross-market prices, volatility, carry and portfolio weights.
- Output: market-regime.
- Use boundary: Put a single trade into a diversified or regime-aware context.
The graph4
How the method is built, and where it has been read
Depends on
Often reviewed together
Value investing4 readings
Often reviewed together
Intermarket analysis5 readings
Often reviewed together
Event-driven context5 readings
Often reviewed together
Market regime classification9 readings
Read in the archive5 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.