Research area
The research that drives the strategy stack: regime detection, volatility modeling, signal construction, and the statistics of getting an edge to survive contact with a live book.
5 posts
SWT, synchrosqueezing, EMD, VMD, and EWT are often placed in the same comparison table because they all decompose a signal. That makes them look like interchangeable candidates for one job. They are not.
A regime label is a compressed description of recent market behavior. It is not a forecast, and it is not a trade.
Market-regime research is unusually easy to make convincing after the fact. Choose a familiar period, draw colored bands behind a price chart, and tell a story about what the model saw. A chart can look plausible even…
Most options tools start with a table. Rows of contracts, columns of Greeks, filters, probabilities, and implied volatility fields. The table is useful, but it is not a decision process. A trader still has to assemble…
"The market changed" is the kind of statement that is obviously true and almost useless. Changed how fast? Changed in the minute-scale chop, or in the multi-day trend? A single rolling volatility number cannot tell yo…