Geometric Regime Detection for Market Crashes | Quant Finance

We look at different approaches to regime detection and find an interesting way to apply geometric algebra to quantitative finance. The idea for this video came from Agus Sudjianto's blog post, "The Geometry of a Crash", which you can find below. 📅 Schedule a meeting with me 1-1 for more personalized advice: https://calendly.com/algebraiccontinu... 💬 Join the Discord:   / discord   📖 Mathoma's Geometric Algebra series:    • Geometric Algebra in 2D - Fundamentals and...   📝Agus' Blogpost: https://agussudjianto.substack.com/p/... 00:00 Introduction 00:26 Nonstationarity 05:00 Regimes 07:08 HMMs 12:12 Risk through Correlation 15:50 Geometric Algebra Concepts 21:18 Geometric Regime Detection 23:40 Geometry vs Correlation 26:52 Market Volume Visualized 28:30 Takeaways