Problem Definition
Financial markets domain lacks a technical tool that generates trend reversal alerts as and when they occur. Most technical indicators available today remain inconclusive until days after the reversal has already taken place. The net result is that market participants sit on the sidelines until traditional momentum and trend indicators have caught up with the new trend, leading to sub-optimal portfolio returns that can be improved substantially. The proposed regression-based approach benefits market participants by taking this inefficiency out of the decision-making process.
