Quant Research10 min read
How to Evaluate a Market Regime Detector Without Fooling Yourself
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…
MorphIQ Labs · Quant research#regime-detection#wavelets#change-point-detection#research-methods