jk

[jk @IgnorantCity]

@Gingfacekillah @2yrflipper @Dcpcooks I’m a fan of the Tuckman book. There’s also an old fixed income primer from MS you might be able to dig up online which was pretty good.

[jk @IgnorantCity]

@TCK_JRubano Scipy statsmodels numpy

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@0xMisaka Yes pls

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@QuantRob OLS or some robust variation on changes in log level

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@_sbr1 How did you identify/segment the regimes? Something like hidden Markov model?

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@VolatilityQ 🙏🙏

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@VolatilityQ Intraday reversion

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@VolatilityQ More math

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@SinclairEuan Yep

[jk @IgnorantCity]

@SinclairEuan Definitely.