Quantex

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[Quantex @i_quant_trade]

I'd love to have your opinion on my Python notebook.

I am trying to forecast Bitcoin market regimes (Euphoria, Bull, Accumulation, Bear) by giving an HMM only one constraint (= number of regime states for price, and optionally volatility).

[Mohammed B. @quantlife_]

Sharing my python note book for BTC regime detection using Hidden Markov Chains model to infer statistically the regimes (we choose to tell the algorithm to guess the 4 regimes) and it’s quite working nicely, not overfitting as we train it in a walk-forward manner and Monte Carlo simulation are generated to forecast the price and volatility (also has regimes btw).

https://t.co/9BOHyBvEsU

[Quantex @i_quant_trade]

@LeRouXBT C’est un peu con pcq ton SL C’est exactement la ou les Realized Price réside… la probabilité qu’on prend son stop et qu’on reparte est très haute ..

[Quantex @i_quant_trade]

💰 I personally validated my $10,000 FTMO funded account 🔥
Passed both phases. Rules followed. Capital unlocked.
My edge has been printing consistently… but the real question is:
Is this edge actually reliable long-term? Or am I just lucky so far? 👀
Drop your honest take below ⬇️ (Win rate, drawdown, or “looks fake” .. I can take it)
#FTMO #PropTrading #TradingEdge #Forex #DayTrading

[Quantex @i_quant_trade]

This could be maybe improved by adding on-chain data such a Bitcoin realized price..
Anyway I checked the bayesian inferences of both market price and volatility regimes and it's quite insightful!
I love how we can see that 2021 TOP was on pure EUPHORIA (in Pink - bottom chart (vol)) whereas the 2026 top was less volatile and hype-driven (in Blue/Orange).. telling us a lot about the non-stationarity of financial markets.

[Quantex @i_quant_trade]

How far Bitcoin price is from his "Realized price" tells us a lot about where we stand in the 4-Year cycle.
Especially if we plot something like the ratio = $BTC/Realized_Price and calculate the Z-score of its distribution (⏭️NEXT POST)

This is real alpha and not some bullshit you will hear about feeding rsi and macdik into an LSTM 🤣

NB: realized price of bitcoin is the average TRUE COST of bitcoins, meaning it takes into account when and at which exact price it has been bought/sold (thanks to on-chain data!), and it is currently sitting at 54K$ 🩸

[Mohammed B. @quantlife_]

Suffit de regarder le Stock2Flow model qui n’est plus aussi précis qu’avant pour s’en douter..

[Mohammed B. @quantlife_]

BTC today will pull back quickly to 70k$
Then its down only.
Take notes ✍️

[Quantex @i_quant_trade]

Our founder is being held at the hospital for some more time.. not fun at all

Hard times are creating strong men right now.

[Mohammed B. @quantlife_]

Update: some hospital time for me guys, I am very weak right now as I just had a big surgery on my abdomen.. but i ain’t weaker than fucking Bitcoin hahahahahahahhahahah

[Quantex @i_quant_trade]

@howahadakk La coïncidence 💀💀😹

[Quantex @i_quant_trade]

@aw_trades_ Seriously
Follow me @quantlife_

[Quantex @i_quant_trade]

@aw_trades_ Let’s have a little chat ! It’s been so lonely to build alone in this space ..

[Quantex @i_quant_trade]

Quick question:
Do you know what is geometric brownian motion?

[Quantex @i_quant_trade]

gold repeating history is just wow

[Quantex @i_quant_trade]

@Crtquinn let me illustrate for those who don't know

[Quantex @i_quant_trade]

@Crtquinn let me illustrate for those who don't know

[Quantex @i_quant_trade]

Why are you still perma-bullish/bearish?! Just check the stats given by our market regime model (based on HMM)

Did you know that ~41% of the time only is spent by bitcoin in the bear market/accumulation regime?
$BTC have most of the time (~59%) very bullish momentum (bull or euphoria)

[Quantex @i_quant_trade]

@Crtquinn GM Traders willing to learn with us

[Quantex @i_quant_trade]

@Crtquinn They perish