File:Trend scanning spans method.svg
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Size of this PNG preview of this SVG file: 800 × 533 pixels. Other resolutions: 320 × 213 pixels | 640 × 427 pixels | 1,024 × 683 pixels | 1,280 × 853 pixels | 2,560 × 1,707 pixels | 864 × 576 pixels.
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 |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 09:07, 30 August 2025 | | 864 × 576 (484 KB) | wikimediacommons>Salmaan Mukhtar | Uploaded own work with UploadWizard |
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