HMM Regime Detection
3-state Gaussian HMM (down / neutral / up) fit walk-forward on log returns + 20-day realized vol. This is a research view — regimes are decoded without lookahead bias.
3-state Gaussian HMM (down / neutral / up) fit walk-forward on log returns + 20-day realized vol. This is a research view — regimes are decoded without lookahead bias.