MORPHIQLABS

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#research-methods

2 results

Quant Research11 min read

Advanced Signal Decompositions Need the Right Test

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.

MorphIQ Labs · Quant research#signal-processing#wavelets#empirical-mode-decomposition#time-frequency-analysis#research-methods
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