Serving the Quantitative Finance Community
regime change
Do you know of any paper that defines bear/bull markets in a "scientific" way?
regime change
hello, i don't know your answer. nonetheless here is my input.one can argue that bullishness and bearishness (and "stablishness"?) are purely subjective. this is the market sentiment of operators at a certain time built upon the perception of market factors.besides, the job of TA actually is to provide a series of market indicators figuring out market (SMAs, RSI, stochastics, ...).i'm curious to know what you are searching on.
regime change
"Super Cycles in Real Metals Prices?" by John Cuddington defines long term cycles. The NBER committee defines business cycles according to a set of rules but I think they also put their own perspective in : http://www.nber.org/cycles.html