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Regimes

  • Market Regime Definition for Options Systems — A regime is a repeatable market state defined only by ex-ante computable variables (VIX bands, term-structure slope, VRP sign) that gates strategy selection and risk. status: draft
  • Regime-Dependent Delta Exposure — Flagship thesis — static TOMIC-style delta targets are the blind spot; portfolio delta and structure selection should shift by regime (calm contango → short delta; high-vol/backwardation → defined-risk long-gamma; transitions → flat, no new risk). status: draft
  • Regime Detection Methods — Rule-based bands, Hidden Markov Models, and change-point detection for labeling market regimes — compared on detection latency, lookahead risk, and validation approach. status: draft

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