Detecting Market Regime With the Vertical Horizontal Filter.
Detecting Market Regime Changes in Python.
A huge chunk of the time spent trading is spent searching for the the answer to this famous question: “What will the market do next? Range? Trend?”. The answer to this question is a form of holy grail because if we know what will happen then we will be able to choose the right strategy.
Many good strategies fail at some point because the ma…
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