Quant Research4 min read
Wavelet-Domain Regime Detection with the MODWT
"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…
MorphIQ Labs · Quant research#regime-detection#wavelets#time-series#volatility