BrainBytesandClaude Opus 4.6
9a8fcfcaac
The complete trading and quantitative finance system for Claude Code. - 18 specialized agents (quant-researcher, algo-strategist, risk-manager, derivatives-analyst, etc.) - 82 domain skills across 10 categories (quant methods, strategies, risk, derivatives, portfolio, execution, data, crypto, macro, backtesting) - 20 slash commands for trading workflows - 5 always-active rules (risk limits, data integrity, model governance, regulatory compliance, ethical trading) - 4 hook scripts (risk check, backtest validation, data quality, session start) - 3 context modes (research, live-trading, backtesting) - 3 example configs (quant fund, crypto trader, retail algo) - 8 MCP server configurations - The Complete Guide (setup + advanced patterns) - Viral-ready README, CONTRIBUTING, CI, PR template Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
4.3 KiB
4.3 KiB
description
| description |
|---|
| Detect and classify the current market regime for strategy selection |
/market-regime
What This Command Does
Classifies the current market regime using statistical methods (hidden Markov models, change-point detection, volatility clustering) to determine whether markets are trending, mean-reverting, or in a high-volatility crisis state. The quant-researcher agent leads with quantitative regime detection.
When to Use
- You want to know if current market conditions favor trend-following or mean-reversion strategies
- You need to detect regime changes before they impact portfolio performance
- You want to adjust strategy parameters or allocations based on the current regime
- You are building a regime-aware trading system that switches strategies
How It Works
- Feature extraction — Computes regime-relevant features: realized vol, vol-of-vol, trend strength, correlation structure, dispersion, and market breadth.
- Regime classification — Applies hidden Markov model or threshold-based classifier to identify the current regime.
- Historical context — Shows how current regime compares to historical periods and typical regime durations.
- Transition probabilities — Estimates probability of transitioning to other regimes.
- Strategy implications — Maps regime to expected strategy performance and recommended adjustments.
- Monitoring triggers — Sets alerts for regime change indicators.
Example Usage
Input:
/market-regime US equity market, classify current regime
and recommend strategy adjustments
Output:
## Market Regime Detection — US Equities
### Current Regime: TRENDING (Bullish, Low Volatility)
Confidence: 78% | Duration: 4.2 months | Typical duration: 3-8 months
### Regime Indicators
| Indicator | Current | Signal |
|------------------------|---------|-------------------|
| SPX 200d trend | +14.2% | Strong uptrend |
| Realized vol (20d) | 12.4% | Below median |
| VIX level | 14.8 | Low |
| VIX term structure | Contango| Complacent |
| Advance-decline line | Rising | Broad participation|
| Cross-asset correlation| 0.28 | Low (healthy) |
| Dispersion (stock) | 18% | Above average |
| Credit spreads | 320bps | Tight |
| Put-call ratio | 0.72 | Slightly bullish |
### Regime Probabilities (HMM, 3-State)
| Regime | Probability | Historical Avg Duration |
|---------------------|-------------|------------------------|
| Trending (current) | 78% | 5.4 months |
| Mean-Reverting | 15% | 3.1 months |
| Crisis/High-Vol | 7% | 1.8 months |
### Transition Probabilities (Next Month)
| From Trending To | Probability |
|---------------------|-------------|
| Stay Trending | 72% |
| Mean-Reverting | 22% |
| Crisis | 6% |
### Historical Regime Comparison
Current period most similar to:
1. Oct 2016 - Jan 2018 (similarity: 0.84) — low vol melt-up
2. Apr 2013 - Dec 2014 (similarity: 0.79) — steady trend
3. Mar 2024 - Aug 2024 (similarity: 0.76) — AI-driven rally
### Strategy Implications
| Strategy Type | Expected Performance | Recommendation |
|---------------------|---------------------|-------------------|
| Trend-following | Strong | Full allocation |
| Momentum | Strong | Full allocation |
| Mean-reversion | Weak | Reduce allocation |
| Short volatility | Good (but fragile) | Moderate size |
| Pairs trading | Below average | Selective only |
| Tail risk hedging | Cheap (buy now) | Add protection |
### Early Warning Signals (Monitor Daily)
- VIX above 20 for 3 consecutive days
- SPX breaks below 50-day moving average
- Credit spreads widen > 50bps in a week
- Cross-asset correlation spikes above 0.50
- Advance-decline line diverges from price
Related Agents
- quant-researcher — Primary agent, runs regime detection models
- algo-strategist — Adjusts strategy parameters for detected regime
- risk-manager — Monitors regime-related risk and sets hedging triggers
- volatility-trader — Provides vol regime context and vol surface signals