Regime-Based Allocation

Lesson Overview

In "Portfolio Strategies & Risk" → "Dynamic Allocation", this lesson "Regime-Based Allocation" builds knowledge you can apply immediately.

Trending regime: overweight momentum; range: overweight mean reversion. ADX or HMM regime detection.

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸Trending regime: overweight momentum; range: overweight mean reversion.
• ▸ADX or HMM regime detection.

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "Dynamic Allocation"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of Regime-Based Allocation on your own.