Research topic180 readings
Seasonality and regimes
Seasonality and regimes within portfolio-and-market-context.
FieldPortfolio and market context1034 readingsThe registry
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The archive180 readings
Readings on this topic
2001Rewrite a seasonal crude signal as a put credit spread2001Sector rotation, timing and leverage as a regime case study2001Year-end high and low as a four-state regime filter2001Regime-dependent cycle timing after four-year and seasonal lows2001Place a small-cap growth idea inside a regime map2002Constructing regime context from trader commitment nets2002A 2002 case study in regime-first seasonal selection2002Easing season meets commodity-bond reflation2002Short-rate velocity regimes before tightening2002Fifty-four-year wholesale cycle as an inflation-deflation regime map2002Long memory, regimes, and the limits of bell-curve models2003A four-season regime map before the shorter chart