Regimes in Practice

Read these first

1. 01Positioning Into A Known Event Date

   Holding a position through an earnings report or a central bank decision isn't a passive default, it's an active bet on the event itself, and it should be sized like one.

2. 02Spotting A Regime Change In Real Time

   The hardest part of a regime change isn't knowing markets shift, it's admitting, while it's happening, that the strategy that's worked for months has just stopped.

3. 03What To Do When Volatility Spikes

   When realized volatility jumps, every position on the book is suddenly bigger in risk terms than it was yesterday, even though nobody traded a share.

4. 04When Liquidity Disappears

   The size you could exit at yesterday and the size you can actually exit at today are different questions, and the gap between them is exactly what shows up on the worst days.

Then the rest

1. 05A Market-Neutral Book In A Factor Unwind
2. 06Getting Back On After The Event
3. 07Is This A Regime Change Or Just A Bad Week?
4. 08Mean-Reversion Strategies In A Trending Market
5. 09Re-Risking After A Stress Event
6. 10Recognising Forced Selling
7. 11Taking Risk Off Before The Number
8. 12The Post-Event Volatility Crush
9. 13Trading Costs In A Stressed Market
10. 14Trend Strategies In A Choppy Market
11. 15When Everything Goes To One