Regime Intelligence
Research & Insights

Deep research on market regime detection, Hidden Markov Models, volatility strategy, and quantitative risk management.

Strategy Performance Regime Analysis

Why Your Strategy Has a 1.8 Sharpe in Trending Markets and -0.4 in Everything Else

Most systematic strategies aren't broken — they're regime-dependent. Using real SPX data, we show exactly how the same edge evaporates when the market shifts from trend to chop, and why regime detection is the missing layer in every strategy stack.

March 2026 · 12 min read Read Article →

HMM Trading Python Quantitative

Hidden Markov Models for Market Regimes: A Practical Guide (With Python)

A ground-up technical walkthrough of using Hidden Markov Models for market regime detection — from the math behind the Baum-Welch algorithm to a working Python implementation with hmmlearn. The complete guide for quants who want to understand what's actually under the hood.

March 2026 · 15 min read Read Article →

VIX Volatility Regimes Options

VIX Is Not a Regime Detector (And What to Use Instead)

Traders use VIX above 20, 25, or 30 as a proxy for "bad regime." It's intuitive, widely cited, and wrong. We break down exactly why VIX is a lagging, noisy, backward-looking measure — and what probabilistic regime models actually do that VIX cannot.

March 2026 · 11 min read Read Article →

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Regime IntelligenceResearch & Insights

Why Your Strategy Has a 1.8 Sharpe in Trending Markets and -0.4 in Everything Else

Hidden Markov Models for Market Regimes: A Practical Guide (With Python)

VIX Is Not a Regime Detector (And What to Use Instead)

Regime Intelligence
Research & Insights