Modeling Market Regime Shifts: Why Algorithmic Strategies Break
Every quantitative developer experiences this: an algorithm performs beautifully for months, and then, without warning, a sudden market crash triggers a catastrophic drawdown. In this technical documentary, we explore the reality of market regime shift detection and why static algorithmic trading strategies inevitably fail. The history of Wall Street and the greatest trading mistakes teach us that financial markets are highly non-stationary. To understand how markets work under extreme stress,…









