Hidden Regime
open-menu closeme
About
Learning
Analysis
  • Why Use Log Returns?

    calendar Oct 11, 2025 · 27 min read · hidden-regime hmm tutorial log returns normal distribution stationary GitHub  ·
    Share on: twitter facebook linkedin copy

    Why Log Returns? A Mathematical Foundation Understanding the Correct Transformation for Financial Time Series Before we can detect market regimes, we must answer a fundamental question: How should we transform price data for statistical analysis? This notebook provides the mathematical proof for why log returns are the …


    Read More

Recent Posts

  • Why Use Log Returns?
  • HMM 101
  • Maybe (Not) Efficient Markets
  • HMM Algorithms Explained
  • Guide to HMMs
  • Glossary

Categories

LEARNING 5 ABOUT 2 GLOSSARY 1

Tags

HMM 7 INTRODUCTION 5 GITHUB 3 HIDDEN-REGIME 3 REGIME-DETECTION 3 BAUM-WELCH 2 FORWARD-BACKWARD 2 PYTHON 2 TRADING 2 VITERBI 2 EFFICIENT MARKET HYPOTHESIS 1 EMH 1 LOG RETURNS 1 NORMAL DISTRIBUTION 1 PYPI 1 STATIONARY 1 TUTORIAL 1
Hidden Regime - Educational Content Only, Not Financial Advice

Copyright  HIDDEN REGIME - EDUCATIONAL CONTENT ONLY, NOT FINANCIAL ADVICE. All Rights Reserved

to-top