This project is aimed at a python class that collects public access data to monitor not only macro indices but also individual stock price and corresponding regime movements.
# (rank(Ts_ArgMax(SignedPower(((returns < 0) ? stddev(returns, 20) : close), 2.), 5)) - 0.5) ...
Simon Flannery; Analyst; Morgan Stanley John Hodulik; Analyst; UBS Equities Dave Barden; Analyst; BofA Global Research Peter Supino; Analyst; Wolfe Research Jim Schneider; Analyst; Goldman Sachs ...