Detecting hidden market regimes beyond correlation (empirical results)
2 points
16 hours ago
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| HN
Sharing an empirical regime-detection study based on structural coupling rather than correlation.

Key finding: correlation can stay high while structural dependence collapses. The signal detects rigid, transitional and chaotic regimes across scales.

Black-box engine, results only. Not predictive, no ML.

Looking for feedback on interpretation and related literature.

Repo: https://github.com/johnoliveiradev/Multiscale-structural-regime-benchmark/tree/main/results/BTC%20vs%20ETH%2060%20days

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