Research method
Market regime classification
Market regime classification is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Market-regime classification
- Input
- Cross-market prices, volatility, carry and portfolio weights
- Horizon
- Weeks to months
- Best use
- Put a single trade into a diversified or regime-aware context.
- Input: Cross-market prices, volatility, carry and portfolio weights.
- Output: market-regime.
- Use boundary: Put a single trade into a diversified or regime-aware context.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Scenario risk analysis4 readings
Often reviewed together
Asset allocation4 readings
Often reviewed together
Industry rotation5 readings
Often reviewed together
Seasonal trading6 readings
Often reviewed together
Event-driven context7 readings
Often reviewed together
Fundamental overlay9 readings
Often reviewed together
Seasonal analysis11 readings
Often reviewed together
Intermarket analysis12 readings
Read in the archive1 reading
This registry entry describes a research method. It is not investment advice and does not make a performance claim.