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Warren Buffett Market Crash Predictions: The Chart

I've implemented the Market Crash Prediction method described in a 2015 paper by Lleo & Ziemba and recently featured in a post by Wes Gray on the wonderful blog Alpha Architect.

Even if I followed their steps closely, I cannot understand why my implementation generates 29 signals, while the original one only 11.

Maybe somebody could help me?

Thanks!

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1 response

@constantine where did you get data for GNP? can e get data from Trading Economics by Noriel Roubini in quantopian ?