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Regime-Switching Model

June 16, 20261 min read

The CTS Mode of Behavior framework maps directly to what academic finance calls regime-switching models — most notably Hamilton's 1989 Markov-switching framework. Goss arrived at the same structural insight independently through decades of direct market observation, using different tools. This article explains the correspondence and what it means.

MG
Matthew J. Goss, Jr.
Retired COMEX/NYMEX floor trader, Goldman Sachs and FlexTrade Systems alumnus, multi-instrumentalist, published author, and independent mathematics researcher. Founder of Quantiterate.