Comments on: The Market Regime Filter https://financial-hacker.com/the-market-regime-filter/ A new view on algorithmic trading Tue, 13 Oct 2026 02:01:04 +0000 hourly 1 By: 12 axes https://financial-hacker.com/the-market-regime-filter/#comment-144915 Tue, 13 Oct 2026 02:01:04 +0000 https://financial-hacker.com/?p=5025#comment-144915 Rebuilding the three detectors from the TASC market regime filter for trend, volatility and credit spread from scratch in five minutes, instead of converting nine pages of Python, shows how compact the idea really is. Asking whether the filter actually improves trading is the right question. I run 12 axes, a free political values test, and I like seeing complex models reduced to a few clear dimensions.

]]> By: Petra Volkova https://financial-hacker.com/the-market-regime-filter/#comment-139893 Wed, 22 Jul 2026 07:43:31 +0000 https://financial-hacker.com/?p=5025#comment-139893 In reply to Akshay Khanna.

Yes, sorry. I’ve now uploaded it.

]]> By: Akshay Khanna https://financial-hacker.com/the-market-regime-filter/#comment-139866 Tue, 21 Jul 2026 19:48:59 +0000 https://financial-hacker.com/?p=5025#comment-139866 Hi,
Thanks for sharing the idea. I’d love to test it. However, I don’t see the script in Scripts 2026.

]]> By: Fabio https://financial-hacker.com/the-market-regime-filter/#comment-139716 Sun, 19 Jul 2026 10:04:40 +0000 https://financial-hacker.com/?p=5025#comment-139716 H Petra,

I am glad you mentioned our work. In case you are interested, I have written an article about the regime and how it worked this year , together with Python implementation (not 9 pages 😉 ).
https://fabiobaruffa.com/articles/market-regime-framework/

Thank you

]]> By: Arnis Lapsa https://financial-hacker.com/the-market-regime-filter/#comment-138983 Tue, 07 Jul 2026 09:52:43 +0000 https://financial-hacker.com/?p=5025#comment-138983 9 pages of python code… damn

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