What Does Fear and Greed Mean in the Japanese Equity Market?
A Japanese equity sentiment measure had a clearer historical relationship with market risk than with subsequent returns.
Point-in-Time Data
3 articles on this topic.
Point-in-Time Data Is Not a Boolean: What a Backtest Can and Cannot Know
The different evidence claims behind point-in-time data, and what a timestamp check can and cannot establish.
KabuForge: A Research Framework for Systematic Japanese Equity Investing
A technical tour of KabuForge’s point-in-time architecture, from factors and portfolios to order planning and agent interfaces.