|
Markov Chains are a foundational tool in probability and quantitative finance, often used to model regime changes such as trending, mean-reverting, high-volatility, and low-volatility market states. MIT lecture covering the fundamentals of Markov processes and discuss how these concepts can be applied to trading system design, regime classification, and probabilistic forecasting. via Trading Time Machine https://ift.tt/9jsxtwA
0 Comments
Leave a Reply. |
Dave JohnsonI'm Dave Johnson, a former investment advisor and quantitative system developer with over 30 years of experience building and trading mechanical systems. These days I focus on rules-based research, honest backtests, and sharing what the data actually shows. Archives
June 2026
Categories |
RSS Feed