Regime Analysis Agent

The Regime Analysis Agent evaluates market conditions in real-time to identify the prevailing market regime and determine which strategy type—market neutral, directional, or smart beta—is most appropriate. It leverages machine learning models and statistical analysis to process data such as price volatility, momentum, liquidity, macroeconomic indicators, and sentiment. The agent classifies the market into regimes (e.g., bull, bear, or high-volatility) and dynamically selects the optimal strategy type for capital allocation. By continuously adapting to shifts in market conditions, the Regime Analysis Agent ensures the portfolio remains aligned with the most effective strategies to maximize performance while mitigating risk.