检测超越相关性的隐含市场状态(实证结果)

1作者: johnoliveiradev大约 2 个月前原帖
分享一项基于结构耦合而非相关性的经验性制度检测研究。<p>关键发现:相关性可以保持在高水平,而结构依赖性却可能崩溃。信号能够在不同尺度上检测到刚性、过渡和混沌的制度。<p>黑箱引擎,仅提供结果。非预测性,无机器学习。<p>寻求对解释和相关文献的反馈。<p>仓库链接:https://github.com/johnoliveiradev/Multiscale-structural-regime-benchmark/tree/main/results/BTC%20vs%20ETH%2060%20days
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Sharing an empirical regime-detection study based on structural coupling rather than correlation.<p>Key finding: correlation can stay high while structural dependence collapses. The signal detects rigid, transitional and chaotic regimes across scales.<p>Black-box engine, results only. Not predictive, no ML.<p>Looking for feedback on interpretation and related literature.<p>Repo: https:&#x2F;&#x2F;github.com&#x2F;johnoliveiradev&#x2F;Multiscale-structural-regime-benchmark&#x2F;tree&#x2F;main&#x2F;results&#x2F;BTC%20vs%20ETH%2060%20days