File:Trend scanning spans method.svg
Jump to navigation
Jump to search
Original file (SVG file, nominally 864 × 576 pixels, file size: 484 KB)
Summary
| Description |
English: Two-panel methods figure illustrating application of trend-scanning labels to SPY daily closing prices (2018-2025).
Top panel: price with markers colored by trend-scanning labels (green=+1, red=−1, gray=0). Bottom panel: selected slope t-statistics over time — each start date picks the window with maximum |t-stat|, label assigned by sign. Method described in López de Prado's Machine Learning for Asset Managers (2020). Data from Yahoo Finance via `yfinance`. Software: Python (Matplotlib). Author: Salmaan Mukhtar. Date: 2025. License: CC BY-SA 4.0. |
| Date | |
| Source | Own work |
| Author | Salmaan Mukhtar |
Licensing
I, the copyright holder of this work, hereby publish it under the following license:
This file is licensed under the Creative Commons Attribution-Share Alike 4.0 International license.
- You are free:
- to share – to copy, distribute and transmit the work
- to remix – to adapt the work
- Under the following conditions:
- attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
- share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.
File history
Click on a date/time to view the file as it appeared at that time.
| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 11:07, 30 August 2025 | | 864 × 576 (484 KB) | wikimediacommons>Salmaan Mukhtar | Uploaded own work with UploadWizard |
File usage
There are no pages that use this file.
