Hidden Regime 2.0.0 brings sophisticated Hidden Markov Model regime detection to Claude Desktop through the Model Context Protocol. Ask natural language questions, get expert-level quantitative analysis.
Read MoreThe 2008 Financial Crisis Unmasked: How HMMs Detect Systemic Contagion and Recovery
Nov 4, 2025 · 13 min read · hmm financial-crisis market-regimes case-study regime-detection systemic-risk cross-asset-analysis safe-haven risk-management open-source SPY XLF TLT GLD ·The Story of Systemic Collapse On March 14, 2008—six months before Lehman Brothers would collapse—our Hidden Markov Model assigned the financial sector (XLF) an 89.3% bearish confidence rating. The S&P 500 (SPY) showed only 50.4% sideways confidence at the same moment. The model had detected systemic contagion building …
Read MoreThe Dot-Com Bubble Unmasked: How HMMs Detect Euphoria, Crash, and Recovery
Nov 4, 2025 · 12 min read · hmm dotcom-bubble market-regimes case-study regime-detection sector-divergence euphoria-detection tech-sector nasdaq risk-management open-source QQQ MSFT INTC CSCO AMZN SPY YHOO ·The Story of Irrational Exuberance At the NASDAQ peak on March 10, 2000, our Hidden Markov Model revealed a striking divergence: Amazon showed 85.2% bearish confidence while Microsoft peaked at 98.3% bullish. This stark regime divergence between speculative dot-coms and profitable technology companies foreshadowed …
Read MoreMarkets don’t just move randomly. Beneath the surface noise, financial markets operate in distinct behavioral regimes - periods of sustained bull runs, defensive bear markets, sideways consolidation, and crisis conditions. Each regime has different statistical properties, different risk characteristics, and requires …
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