← All 25 termsQuant methodology
Regime
QuantA persistent state of the market (high-vol, low-vol, trending, mean-reverting, risk-on, risk-off) that affects which strategies work and which do not.
Full definition
A regime is a persistent state of the market characterised by a cluster of co-moving indicators (realised volatility, trend strength, correlation structure, central-bank stance). Strategies that work in a low-vol trending regime often fail in a high-vol mean-reverting one. On this site, gate G30 of the G1 to G31 evaluation stack requires every quant project to report performance stratified by regime, not just aggregate Sharpe.
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