RegimeForecast is a quantitative market analysis service that applies a 4-state Hidden Markov Model to detect Bull, Neutral, Bear, and High Volatility regimes. It supplies probabilistic signals and forecasts to help institutional investors and options traders adjust directional and volatility risk exposure as market conditions change.
Its core component is real-time regime detection that processes comprehensive market data and returns probability-weighted confidence scores. The system also produces multi-asset signals showing probability-weighted win rates, labeled Rho-T, for SPY, QQQ, DIA, IWM, VTI, TLT, and RSP in each regime. A 7-day forecast projects regime probability evolution using transition matrix methods, while a 15-year historical dataset covering data back to 2010 lets users examine regime behavior through past crises and events. Additional volatility metrics complete the analytics.
The service is delivered as a web-based quantitative trading dashboard. Access begins with a 14-day free trial that incurs no charge until day 15 and can be canceled anytime. A pricing page and login are provided for continued use after the trial.
RegimeForecast is an AI & ML project. It focuses on detecting market regimes and forecasting transitions to adjust directional and volatility risk in trading and portfolio allocation. It is built as a B2B product for options traders and systematic investors. RegimeForecast follows a freemium model. RegimeForecast is available on the web.
It is developed by RegimeForecast, and it first shipped in 2023. Among its 6 catalogued features are Real-Time Regime Detection, 7-Day Forecast, and Multi-Asset Signals.
Summary written by a language model from the project’s public pages.
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