Research topic
regime-detection
How to Evaluate a Market Regime Detector Without Fooling Yourself
A detector can look fast simply because it changes its mind constantly. This held-out synthetic benchmark shows why regime research needs ground truth, causal features, strong baselines, and a scorecard that keeps latency beside stability.
How Spread Foundry Uses Regime Context
FerroWave turns trailing market history into a versioned evidence pack. Spread Foundry uses that context to explain suitability and risk without treating a regime label as a forecast or hiding structurally valid spreads.
Wavelet-Domain Regime Detection with the MODWT
Markets change character at different speeds. The MODWT splits a return series into scale components whose variances add up exactly — which turns a vague question about regimes into an estimable one.