Market Regime Analysis
Time series modeling, regime shift detection, equity market crisis prediction, and historical market pattern analysis.
Overview
Understanding market regimes is critical for risk management and strategy adaptation. Market regimes fundamentally alter the statistical properties of returns. Strategies that ignore regime changes often fail catastrophically during transitions. This section covers:
- Equity Market Crisis Prediction — Machine learning models for crash early warning. Github
- Historical Market Pattern Analysis — Comparative study of market recovery patterns.Github
- Regime Shift Detection — Identifying structural breaks in market behavior.Github
| Question | Approach | Section |
|---|---|---|
| When do market regimes change? | Hidden Markov Models, Change Point Detection | Regime Shift |
| Can we predict market crashes? | Classification ML with macro/technical features | Crisis Prediction |
| How do recoveries compare across eras? | Pattern matching, drawdown analysis | Historical |