Explore core principles, test methods with R and Python, and gain an innovative insight from behavioral finance
What you will learn
Understand the intuition and purpose behind market timing in active portfolio management
Apply and interpret Treynor–Mazuy and Henriksson–Merton timing models
Implement timing tests from scratch in both R and Python, using simple functions
Use the Kahneman–Tversky value function to uncover timing patterns in investment or trading strategies.
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