Market regimes and dependence
How do market regimes and dependence structures show up in financial time series?
Context
Previous quantitative work on financial time series.
Question
How do market regimes and dependence structures show up in financial time series?
Notes
The project involved regime switching and copulas, including work on European spreads and equities.
It is retained here as evidence of past quantitative practice, not as a statement of the portfolio’s current direction.
This page does not report estimated regimes, copula parameters or trading results.