Brain Risk ON / Risk OFF Signals - Stock Market Risk Data / USA / Based on VIX Statistical Indicators

Risk ON / Risk OFF signals based on VIX statistical indicators (Dynamic Volatility Signal) and including measures of financial stress indicators and macro-economic environment (Brain Dynamic Allocation Indicator). Portfolio strategies based on these signals are implemented: the strategies toggle between two dynamic portfolios, each of which is monthly rebalanced.

搜集汇总

背景与挑战

背景概述

该数据集基于VIX统计指标（动态波动信号）以及金融压力与宏观经济环境指标，生成Risk ON/OFF风险信号，并据此构建每月再平衡的资产组合切换策略。