Models
Monte Carlo, regimes, volatility, probabilistic forecasts.
TreVmSLabsTreVmS Labs
Labs turns ArcDelta observations into methods. Terminal is where those methods are used.
Monte Carlo, regimes, volatility, probabilistic forecasts.
Hurst, DFA, absorption, liquidity, flow.
Conditional probability, event studies, episodes, correlation.
New models, prototypes, and beta work, labeled as such.
Featured
experimental
Probabilistic simulation of future market states from conditional historical transitions.
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beta
Identify structural market regimes and how long they tend to persist.
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beta
Detect aggressive flow absorbed by passive liquidity.
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research
Estimate P(Y | X) across historical market states.
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