Market regime detection in production: what the model actually changes
This story is from 2026-09-22. It is preserved in the archive; the latest stories are on the live feed.
A while ago I wrote up two ways to detect market regimes : hidden Markov models and clustering on Wasserstein distance. That post was research on a toy S&P 500 series. This one is what actually runs, every trading day, inside the trading system behind Ansaar . The short version: the model turned ou…
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- 2026-09-22 03:30 · DEV Community — Machine Learning
Market regime detection in production: what the model actually changes